Nizar Touzi, Nicolas Vieille. Continuous-Time Dynkin Games with Mixed Strategies. SIAM J. Control and Optimization, 41(4):1073-1088, 2002. [doi]
@article{TouziV02, title = {Continuous-Time Dynkin Games with Mixed Strategies}, author = {Nizar Touzi and Nicolas Vieille}, year = {2002}, doi = {10.1137/S0363012900369812}, url = {http://dx.doi.org/10.1137/S0363012900369812}, researchr = {https://researchr.org/publication/TouziV02}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {41}, number = {4}, pages = {1073-1088}, }