Journal: Journal of Mathematical Economics

Found 3 papers in total
Deterministic multi-player Dynkin games
Deterministic multi-player Dynkin games
2003,
A multi-player Dynkin game is a sequential game in which at every stage one of the...
Dynamic programming for non-additive stochastic objectives
Dynamic programming for non-additive stochastic objectives
1996,
We derive the existence of an optimum and the techniques of dynamic programming for...
Sequential decisions under uncertainty and the maximum theorem
Sequential decisions under uncertainty and the maximum theorem
1996,
For sequential decision problems in which the decision-maker observes a process of...
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