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