Stettner, Lukasz Zero-sum Markov games with stopping and impulsive strategies. (English) Zbl 0524.60047 Appl. Math. Optimization 9, 1-24 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 25 Documents MSC: 60G40 Stopping times; optimal stopping problems; gambling theory 60J25 Continuous-time Markov processes on general state spaces 91A23 Differential games (aspects of game theory) Keywords:optimal stopping problems; penalty method; game with stopping; game with impulsive control; saddle point strategies × Cite Format Result Cite Review PDF Full Text: DOI References: [1] Bensoussan A, Friedman A (1974) Nonlinear variational inequalities and differential games with stopping times. J Functional Anal 16:305-352 · Zbl 0297.90120 · doi:10.1016/0022-1236(74)90076-7 [2] Bismut JM (1977) Sur un probleme de Dynkin. Z Wahrscheinlichkeittstheorie Verw Gebiete 39:31-53 · Zbl 0336.60069 · doi:10.1007/BF01844871 [3] Dynkin E (1969) The game variant of the optimal stopping problem. Dokl Akad Nauk USSR 185:16-19 · Zbl 0186.25304 [4] Krylov NV (1970) The problem with two free boundaries for an equation and optimal stopping of Markov processes. Dokl Akad Nauk USSR 194:1263-1265 [5] Krylov NV (1971) Control of Markov processes and the spaces. W Math USSR Izv 5:233-266 · Zbl 0274.93049 · doi:10.1070/IM1971v005n01ABEH001040 [6] Lepeltier JP, Marchal B (1981) Control impulsionnel applications: Jeux impulsionnels?Control continu. Republications mathematiques, Universite Paris-Nord [7] Menaldi JL (1979) Thesis, Paris [8] Robin M (1978) Controle impulsionnel des processus de Markov (Thesis). University of Paris IX [9] Stettner ?, Zabczyk J (1981) Strong envelopes of stochastic processes and a penalty method. Stochastics 4:267-280 · Zbl 0467.60046 [10] Stettner ? (to appear) On general zero-sum stochastic game with optimal stopping. Probability and Mathematical Statistics [11] Stettner ? (1981) Penalty method in stochastic control (Ph. D. thesis). Polish Academy of Sciences This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.