Continuous-Time Dynkin Games with Mixed Strategies

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},
}