A controller-stopper-game with hidden controller type
Author
Abstract
Suggested Citation
DOI: 10.1016/j.spa.2024.104361
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- repec:dau:papers:123456789/6927 is not listed on IDEAS
- Yuliy Sannikov, 2008. "A Continuous-Time Version of the Principal-Agent Problem," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 957-984.
- Fabien Gensbittel & Catherine Rainer, 2018. "A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion," Dynamic Games and Applications, Springer, vol. 8(2), pages 280-314, June.
- Fabien Gensbittel & Christine Grün, 2019.
"Zero-Sum Stopping Games with Asymmetric Information,"
Mathematics of Operations Research, INFORMS, vol. 44(1), pages 277-302, February.
- Gensbittel, Fabien & Grün, Christine, 2017. "Zero-sum stopping games with asymmetric information," TSE Working Papers 17-859, Toulouse School of Economics (TSE).
- Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, December.
- De Angelis, Tiziano & Ekström, Erik, 2020. "Playing with ghosts in a Dynkin game," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6133-6156.
- Erhan Bayraktar & Yu-Jui Huang, 2010. "On the Multi-Dimensional Controller and Stopper Games," Papers 1009.0932, arXiv.org, revised Jan 2013.
- Marcel Nutz & Jianfeng Zhang, 2012. "Optimal stopping under adverse nonlinear expectation and related games," Papers 1212.2140, arXiv.org, revised Sep 2015.
- Mailath, George J. & Samuelson, Larry, 2006. "Repeated Games and Reputations: Long-Run Relationships," OUP Catalogue, Oxford University Press, number 9780195300796.
- Hernández-Hernández, Daniel & Yamazaki, Kazutoshi, 2015. "Games of singular control and stopping driven by spectrally one-sided Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 1-38.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- , H. & ,, 2016. "Approximate efficiency in repeated games with side-payments and correlated signals," Theoretical Economics, Econometric Society, vol. 11(1), January.
- Renault, Jérôme & Solan, Eilon & Vieille, Nicolas, 2013.
"Dynamic sender–receiver games,"
Journal of Economic Theory, Elsevier, vol. 148(2), pages 502-534.
- Nicolas Vieille & Johannes Hörner, 2009. "Dynamic sender receiver games," Post-Print hal-00495595, HAL.
- Nicolas Vieille & Eilon Solan & Jérôme Renault, 2013. "Dynamic sender-receiver games," Post-Print hal-00804028, HAL.
- Renault, Jerome & Solan, Eilon & Vieille, Nicolas, 2012. "Dynamic Sender-Receiver Games," HEC Research Papers Series 966, HEC Paris.
- Salomon, Antoine & Forges, Françoise, 2015.
"Bayesian repeated games and reputation,"
Journal of Economic Theory, Elsevier, vol. 159(PA), pages 70-104.
- Francoise Forges & Antoine Salomon, 2014. "Bayesian Repeated Games and Reputations," CESifo Working Paper Series 4700, CESifo.
- Antoine Salomon & Francoise Forges, 2015. "Bayesian repeated games and reputation," Post-Print hal-01252921, HAL.
- Francoise Forges & Antoine Salomon, 2014. "Bayesian repeated games and reputation," Working Papers hal-00803919, HAL.
- H. Dharma Kwon & Jan Palczewski, 2022. "Exit game with private information," Papers 2210.01610, arXiv.org, revised Oct 2023.
- ,, 2015. "Unraveling in a repeated moral hazard model with multiple agents," Theoretical Economics, Econometric Society, vol. 10(1), January.
- Pierre Cardaliaguet & Catherine Rainer & Dinah Rosenberg & Nicolas Vieille, 2016. "Markov Games with Frequent Actions and Incomplete Information—The Limit Case," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 49-71, February.
- Tsakas, Elias & Tsakas, Nikolas, 2021.
"Noisy persuasion,"
Games and Economic Behavior, Elsevier, vol. 130(C), pages 44-61.
- Elias Tsakas & Nikolas Tsakas, 2018. "Noisy Persuasion," University of Cyprus Working Papers in Economics 11-2018, University of Cyprus Department of Economics.
- Juntao Chen & Quanyan Zhu & Tamer Başar, 2021. "Dynamic Contract Design for Systemic Cyber Risk Management of Interdependent Enterprise Networks," Dynamic Games and Applications, Springer, vol. 11(2), pages 294-325, June.
- Bayraktar, Erhan & Yao, Song, 2015.
"Doubly reflected BSDEs with integrable parameters and related Dynkin games,"
Stochastic Processes and their Applications, Elsevier, vol. 125(12), pages 4489-4542.
- Erhan Bayraktar & Song Yao, 2014. "Doubly Reflected BSDEs with Integrable Parameters and Related Dynkin Games," Papers 1412.2053, arXiv.org, revised Jul 2015.
- Gradwohl, Ronen & Smorodinsky, Rann, 2017. "Perception games and privacy," Games and Economic Behavior, Elsevier, vol. 104(C), pages 293-308.
- Bayraktar, Erhan & Yao, Song, 2017.
"Optimal stopping with random maturity under nonlinear expectations,"
Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2586-2629.
- Erhan Bayraktar & Song Yao, 2015. "Optimal Stopping with Random Maturity under Nonlinear Expectations," Papers 1505.07533, arXiv.org, revised Jul 2016.
- Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2016.
"Minimizing the probability of lifetime drawdown under constant consumption,"
Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 210-223.
- Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015. "Minimizing the Probability of Lifetime Drawdown under Constant Consumption," Papers 1507.08713, arXiv.org, revised May 2016.
- Kolotilin, Anton & Li, Hongyi, 2021.
"Relational communication,"
Theoretical Economics, Econometric Society, vol. 16(4), November.
- Anton Kolotilin & Hongyi, 2018. "Relational Communication," Discussion Papers 2018-12, School of Economics, The University of New South Wales.
- Anton Kolotilin & Hongyi, 2019. "Relational Communication," Discussion Papers 2018-12a, School of Economics, The University of New South Wales.
- Anton Kolotilin & Hongyi Li, 2019. "Relational Communication," Papers 1901.05645, arXiv.org, revised Dec 2020.
- Anton Kolotilin & Hongyi, 2020. "Relational Communication," Discussion Papers 2018-12b, School of Economics, The University of New South Wales.
- Alexander M. G. Cox & Sigrid Kallblad & Martin Larsson & Sara Svaluto-Ferro, 2021. "Controlled Measure-Valued Martingales: a Viscosity Solution Approach," Papers 2109.00064, arXiv.org, revised Aug 2023.
- Banas, Lubomir & Ferrari, Giorgio & Randrianasolo, Tsiry Avisoa, 2020. "Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information," Center for Mathematical Economics Working Papers 630, Center for Mathematical Economics, Bielefeld University.
- Luciano Campi & Davide Santis, 2020. "Nonzero-Sum Stochastic Differential Games Between an Impulse Controller and a Stopper," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 688-724, August.
- Laclau, M., 2014.
"Communication in repeated network games with imperfect monitoring,"
Games and Economic Behavior, Elsevier, vol. 87(C), pages 136-160.
- Marie Laclau, 2014. "Communication in repeated network games with imperfect monitoring," PSE-Ecole d'économie de Paris (Postprint) halshs-01109156, HAL.
- Marie Laclau, 2014. "Communication in repeated network games with imperfect monitoring," Post-Print halshs-01109156, HAL.
- Fabien Gensbittel, 2019. "Continuous-Time Markov Games with Asymmetric Information," Dynamic Games and Applications, Springer, vol. 9(3), pages 671-699, September.
- Laclau, Marie & Tomala, Tristan, 2017.
"Repeated games with public deterministic monitoring,"
Journal of Economic Theory, Elsevier, vol. 169(C), pages 400-424.
- Marie Laclau & Tristan Tomala, 2017. "Repeated games with public deterministic monitoring," Post-Print halshs-01503768, HAL.
- Marie Laclau & Tristan Tomala, 2017. "Repeated games with public deterministic monitoring," PSE-Ecole d'économie de Paris (Postprint) halshs-01503768, HAL.
- Yuichi Yamamoto, 2013. "Individual Learning and Cooperation in Noisy Repeated Games," PIER Working Paper Archive 13-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:173:y:2024:i:c:s030441492400067x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.