Items where Author is "Grün, Christine"

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Number of items: 6.

Article

Gensbittel, Fabien and Grün, Christine (2018) Zero-sum stopping games with asymmetric information. Mathematics of Operations Research, 44 (1).

Bensoussan, Alain, Frehse, Jens and Grün, Christine (2015) On a system of PDEs associated to a game with a varying number of players. Communications in Mathematical Sciences, vol. 13 (n° 3). pp. 623-639.

Bensoussan, Alain, Frehse, Jens and Grün, Christine (2014) Stochastic differential games with a varying number of players. Communications on Pure and Applied Analysis, 13. pp. 1719-1736.

Grün, Christine (2013) On Dynkin games with incomplete information. SIAM J. Control and Optimization, 51 (5). pp. 4039-4065.

Grün, Christine (2012) A BSDE approach to stochastic differential games with incomplete information. Stochastic Processes and their Applications, 122 (4). pp. 1917-1946.

Grün, Christine (2012) A probabilistic numerical scheme for an obstacle problem arising in game theory. Applied Mathematics & Optimization, 66 (3). pp. 363-385.

This list was generated on Fri Oct 18 04:54:02 2019 CEST.