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Non-zero-sum discrete parameter stochastic games with stopping times
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  • Published: April 1986

Non-zero-sum discrete parameter stochastic games with stopping times

  • Hiroaki Morimoto1 

Probability Theory and Related Fields volume 72, pages 155–160 (1986)Cite this article

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References

  1. Baiocchi, C., Capelo, A.: Variational and quasivariational inequalities. New York: John Wiley 1984

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  2. Bensoussan, A., Friedman, A.: Non zero-sum stochastic differential games with stopping times and free boundary problems. Trans. Am. Math. Soc. 231, 275–327 (1977)

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  3. Bensoussan, A., Lions, J.L.: Contrôle impulsionnel et inéquations quasi-variationnelles. Paris: Dunod 1982

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  4. Bismut, J.M.: Contrôle de processus alternants et applications. Z. Wahrscheinlichkeitstheor. Verw. Geb. 47, 247–288 (1979)

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  5. Neveu, J.: Discrete parameter martingales. Amsterdam: North-Holland 1975

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  6. Morimoto, H.: Dynkin games and martingale methods. Stochastics 13, 213–228 (1984)

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Authors and Affiliations

  1. Department of Mathematics, Faculty of General Education, Ehime University, 790, Matsuyama, Japan

    Hiroaki Morimoto

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  1. Hiroaki Morimoto
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Morimoto, H. Non-zero-sum discrete parameter stochastic games with stopping times. Probab. Th. Rel. Fields 72, 155–160 (1986). https://doi.org/10.1007/BF00343901

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  • Received: 14 January 1985

  • Accepted: 23 September 1985

  • Issue Date: April 1986

  • DOI: https://doi.org/10.1007/BF00343901

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Keywords

  • Stochastic Process
  • Probability Theory
  • Statistical Theory
  • Stochastic Game
  • Discrete Parameter
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