On General Two Persons Stopping Games
Language: English
Published by Institute of Mathematics, Polish Academy of Sciences, Warsaw, 1983
- Softcover
- Used
Condition: Used - Very good
£ 10.11
Quantity: 1 available
Add to basketItem description from seller
8vo (20.5 cm), 30 pp. Original dark blue printed card wrappers, stapled as issued (rubbed, edges frayed, pencil number "283" to upper cover). A research preprint by three authors from the Institute of Mathematics, Polish Academy of Sciences, treating the theory of two-person zero-sum stopping games in a general continuous-time stochastic setting. Working within a complete probability space with a right-continuous filtration, the paper addresses two principal problems: first, proving the closedness of stopping games -- that is, the equality of upper and lower values -- under the condition that the payoff processes f and g are right-continuous; and second, showing that the value process of such a game can be approximated by solutions of nonlinear stochastic equations that are probabilistic versions of penalized variational inequalities, with the connection to the two-obstacle problem of the theory of partial differential equations explicitly noted. The paper proves that arbitrary stopping games with bounded càdlàg processes vanishing at infinity are closed, establishes right-continuity of the upper-value process under right-continuity of f and g, and derives a convergence theorem for penalized approximations of the value process; the methods are elementary and independent of aggregation theory, distinguishing this approach from contemporaneous work by Lepeltier and Maingueneau.…
Seller Inventory # 009780
Bibliographic details
- Title
- On General Two Persons Stopping Games
- Author
- Stettner, Ł.; Zabczyk, J.; Zaremba, P.
- Publisher
- Institute of Mathematics, Polish Academy of Sciences, Warsaw
- Publication year
- 1983
- Condition
- Very Good
- Binding
- Soft cover
- Language
- English
- Seller catalogs
- Mathematics, Science
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