1 citations · 1 across the 6 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2024
Dynkin ghost games with asymmetry and consolation
Erik Ekström, Yuqiong Wang
We study a stopping game of preemption type between two players who both act under uncertain competition. In this framework we introduce, and study the effect of, (i) asymmetry of…
math.PR2022★ 1 cited
Stopping problems with an unknown state
Erik Ekström, Yuqiong Wang
We extend the classical setting of an optimal stopping problem under full information to include for problems with an unknown state. The framework allows the unknown state to influ…