2 papers
math.OC2014
Zero-sum stopping games with asymmetric information
Fabien Gensbittel, Christine Grün
We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only…
cs.GT2011
A probabilistic-numerical approximation for an obstacle problem arising in game theory
Christine Grün
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical…