{"id":"https://openalex.org/W4410042758","doi":"https://doi.org/10.1007/s10957-025-02681-w","title":"Non-linear Non-zero-Sum Dynkin Games with Bermudan Strategies","display_name":"Non-linear Non-zero-Sum Dynkin Games with Bermudan Strategies","publication_year":2025,"publication_date":"2025-05-02","ids":{"openalex":"https://openalex.org/W4410042758","doi":"https://doi.org/10.1007/s10957-025-02681-w"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-025-02681-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-025-02681-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-025-02681-w.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10957-025-02681-w.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5043740642","display_name":"Miryana Grigorova","orcid":"https://orcid.org/0000-0002-6933-9286"},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Miryana Grigorova","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, UK"],"raw_orcid":"https://orcid.org/0000-0002-6933-9286","affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, UK","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109088142","display_name":"Marie-Claire Quenez","orcid":null},"institutions":[{"id":"https://openalex.org/I204730241","display_name":"Universit\u00e9 Paris Cit\u00e9","ror":"https://ror.org/05f82e368","country_code":"FR","type":"education","lineage":["https://openalex.org/I204730241"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Marie-Claire Quenez","raw_affiliation_strings":["Universit\u00e9 Paris-Cit\u00e9, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris-Cit\u00e9, Paris, France","institution_ids":["https://openalex.org/I204730241"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109375297","display_name":"Peng Yuan","orcid":null},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Peng Yuan","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, UK","institution_ids":["https://openalex.org/I39555362"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5043740642"],"corresponding_institution_ids":["https://openalex.org/I39555362"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":{"value":2390,"currency":"EUR","value_usd":2990},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.1161079,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"206","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9876999855041504,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9610999822616577,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8959853053092957},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.7360907793045044},{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.6723373532295227},{"id":"https://openalex.org/keywords/zero-sum-game","display_name":"Zero-sum game","score":0.6142351627349854},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.4157184064388275},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3345453143119812},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.21584701538085938},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.10403057932853699}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8959853053092957},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.7360907793045044},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.6723373532295227},{"id":"https://openalex.org/C136356330","wikidata":"https://www.wikidata.org/wiki/Q156612","display_name":"Zero-sum game","level":3,"score":0.6142351627349854},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.4157184064388275},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3345453143119812},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.21584701538085938},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.10403057932853699},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10957-025-02681-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-025-02681-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-025-02681-w.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02681-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-025-02681-w","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10957-025-02681-w","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10957-025-02681-w","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10957-025-02681-w.pdf","source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4410042758.pdf","grobid_xml":"https://content.openalex.org/works/W4410042758.grobid-xml"},"referenced_works_count":32,"referenced_works":["https://openalex.org/W563755649","https://openalex.org/W1969944159","https://openalex.org/W1969993064","https://openalex.org/W1978646054","https://openalex.org/W2000497454","https://openalex.org/W2006964263","https://openalex.org/W2022420776","https://openalex.org/W2023657524","https://openalex.org/W2036864623","https://openalex.org/W2065999043","https://openalex.org/W2079781327","https://openalex.org/W2082019311","https://openalex.org/W2093412621","https://openalex.org/W2095499328","https://openalex.org/W2143626005","https://openalex.org/W2156955135","https://openalex.org/W2157883119","https://openalex.org/W2312699981","https://openalex.org/W2478879143","https://openalex.org/W2740619647","https://openalex.org/W2963077011","https://openalex.org/W2963454559","https://openalex.org/W2963911874","https://openalex.org/W3098606169","https://openalex.org/W3104364508","https://openalex.org/W3124935145","https://openalex.org/W3190551074","https://openalex.org/W4232996501","https://openalex.org/W4235532391","https://openalex.org/W4297695336","https://openalex.org/W4398172078","https://openalex.org/W4400541976"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W3013650182","https://openalex.org/W2739681863","https://openalex.org/W3170723600","https://openalex.org/W4287122294","https://openalex.org/W2039187327","https://openalex.org/W4307291161","https://openalex.org/W1877069894","https://openalex.org/W1994737592","https://openalex.org/W2092048262"],"abstract_inverted_index":{"Abstract":[0],"In":[1],"this":[2],"paper,":[3],"we":[4,19,38],"study":[5],"a":[6,25,35,44],"non-zero-sum":[7],"game":[8,42],"with":[9],"two":[10],"players,":[11],"where":[12],"each":[13],"of":[14,30],"the":[15,31,41],"players":[16],"plays":[17],"what":[18],"call":[20],"Bermudan":[21],"strategies":[22],"and":[23],"optimizes":[24],"general":[26],"non-linear":[27],"assessment":[28],"functional":[29],"pay-off.":[32],"By":[33],"using":[34],"recursive":[36],"construction,":[37],"show":[39],"that":[40],"has":[43],"Nash":[45],"equilibrium":[46],"point.":[47]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}