{"id":"https://openalex.org/W2023657524","doi":"https://doi.org/10.1137/080738933","title":"The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options","display_name":"The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W2023657524","doi":"https://doi.org/10.1137/080738933","mag":"2023657524"},"language":"en","primary_location":{"id":"doi:10.1137/080738933","is_oa":false,"landing_page_url":"https://doi.org/10.1137/080738933","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5024498882","display_name":"Sa\u00efd Hamad\u00e8ne","orcid":"https://orcid.org/0000-0002-6656-8307"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Said Hamad\u00e8ne","raw_affiliation_strings":["hamadene@univ-lemans.fr#TAB#"],"affiliations":[{"raw_affiliation_string":"hamadene@univ-lemans.fr#TAB#","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100374711","display_name":"Jianfeng Zhang","orcid":"https://orcid.org/0000-0002-3591-3219"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jianfeng Zhang","raw_affiliation_strings":["jianfenz@usc.edu#TAB#"],"affiliations":[{"raw_affiliation_string":"jianfenz@usc.edu#TAB#","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5024498882"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.3961,"has_fulltext":false,"cited_by_count":86,"citation_normalized_percentile":{"value":0.95513071,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"48","issue":"5","first_page":"3659","last_page":"3669"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"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":0.9995999932289124,"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/T12137","display_name":"Economic theories and models","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.942799985408783,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.7595468759536743},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7290028929710388},{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.605781078338623},{"id":"https://openalex.org/keywords/optimal-stopping","display_name":"Optimal stopping","score":0.5254009366035461},{"id":"https://openalex.org/keywords/sequential-game","display_name":"Sequential game","score":0.5027639865875244},{"id":"https://openalex.org/keywords/example-of-a-game-without-a-value","display_name":"Example of a game without a value","score":0.46764111518859863},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46301883459091187},{"id":"https://openalex.org/keywords/normal-form-game","display_name":"Normal-form game","score":0.46143031120300293},{"id":"https://openalex.org/keywords/strategy","display_name":"Strategy","score":0.44952407479286194},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.44247958064079285},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.406135618686676}],"concepts":[{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.7595468759536743},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7290028929710388},{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.605781078338623},{"id":"https://openalex.org/C99414536","wikidata":"https://www.wikidata.org/wiki/Q7098950","display_name":"Optimal stopping","level":2,"score":0.5254009366035461},{"id":"https://openalex.org/C73795354","wikidata":"https://www.wikidata.org/wiki/Q287618","display_name":"Sequential game","level":3,"score":0.5027639865875244},{"id":"https://openalex.org/C138328387","wikidata":"https://www.wikidata.org/wiki/Q5419308","display_name":"Example of a game without a value","level":5,"score":0.46764111518859863},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46301883459091187},{"id":"https://openalex.org/C155930848","wikidata":"https://www.wikidata.org/wiki/Q1069099","display_name":"Normal-form game","level":4,"score":0.46143031120300293},{"id":"https://openalex.org/C88959737","wikidata":"https://www.wikidata.org/wiki/Q1546627","display_name":"Strategy","level":3,"score":0.44952407479286194},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.44247958064079285},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.406135618686676}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/080738933","is_oa":false,"landing_page_url":"https://doi.org/10.1137/080738933","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4699999988079071,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W183838645","https://openalex.org/W204533568","https://openalex.org/W1586836993","https://openalex.org/W1969993064","https://openalex.org/W1973434578","https://openalex.org/W1980473747","https://openalex.org/W1986597272","https://openalex.org/W1988694229","https://openalex.org/W2006964263","https://openalex.org/W2022420776","https://openalex.org/W2041324349","https://openalex.org/W2047218433","https://openalex.org/W2064461723","https://openalex.org/W2066712651","https://openalex.org/W2076871097","https://openalex.org/W2090520190","https://openalex.org/W2093412621","https://openalex.org/W2095499328","https://openalex.org/W2115251869","https://openalex.org/W2143626005","https://openalex.org/W2161463710","https://openalex.org/W2312699981","https://openalex.org/W3205620396","https://openalex.org/W4235532391"],"related_works":["https://openalex.org/W1994742051","https://openalex.org/W2391693198","https://openalex.org/W143065017","https://openalex.org/W2898418245","https://openalex.org/W2381353267","https://openalex.org/W3175059945","https://openalex.org/W2910530315","https://openalex.org/W1514842472","https://openalex.org/W2208861692","https://openalex.org/W372465395"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3,37],"study":[4],"the":[5,39,48],"nonzero-sum":[6],"Dynkin":[7],"game":[8,17,44],"in":[9],"continuous":[10],"time,":[11],"which":[12],"is":[13],"a":[14,26],"two-player":[15],"noncooperative":[16],"on":[18],"stopping":[19],"times.":[20],"We":[21],"show":[22],"that":[23],"it":[24],"has":[25],"Nash":[27],"equilibrium":[28],"point":[29],"for":[30],"general":[31],"stochastic":[32],"processes.":[33],"As":[34],"an":[35],"application,":[36],"consider":[38],"problem":[40],"of":[41],"pricing":[42],"American":[43],"contingent":[45],"claims":[46],"by":[47],"utility":[49],"maximization":[50],"approach.":[51]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":3},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":13},{"year":2014,"cited_by_count":9},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2026-04-02T15:55:50.835912","created_date":"2025-10-10T00:00:00"}
