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math.PR2023★ 1 cited
Markovian randomized equilibria for general Markovian Dynkin games in discrete time
Sören Christensen, Kristoffer Lindensjö, Berenice Anne Neumann
We study a general formulation of the classical two-player Dynkin game in a discrete time Markovian setting. We identify an appropriate class of mixed strategies -- \textit{Markovi…
math.PR2020
Nonlinear Markov Chains with Finite State Space: Invariant Distributions and Long-Term Behaviour
Berenice Anne Neumann
Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do n…