{"id":"https://openalex.org/W4404403000","doi":"https://doi.org/10.1137/24m170956x","title":"Zero-Sum Dynkin Games under Common and Independent Poisson Constraints","display_name":"Zero-Sum Dynkin Games under Common and Independent Poisson Constraints","publication_year":2026,"publication_date":"2026-07-01","ids":{"openalex":"https://openalex.org/W4404403000","doi":"https://doi.org/10.1137/24m170956x"},"language":"en","primary_location":{"id":"doi:10.1137/24m170956x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/24m170956x","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":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2411.07134","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071347627","display_name":"David Hobson","orcid":"https://orcid.org/0000-0002-4686-5793"},"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":"David Hobson","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045178156","display_name":"Gechun Liang","orcid":"https://orcid.org/0000-0003-0752-0773"},"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":"Gechun Liang","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK"],"raw_orcid":"https://orcid.org/0000-0003-0752-0773","affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"last","author":{"id":null,"display_name":"Edward Wang","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":"Edward Wang","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK","institution_ids":["https://openalex.org/I39555362"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I39555362"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00856366,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"64","issue":"4","first_page":"2224","last_page":"2249"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11261","display_name":"Quantum chaos and dynamical systems","score":0.6603999733924866,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11261","display_name":"Quantum chaos and dynamical systems","score":0.6603999733924866,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.6219000220298767,"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/T12158","display_name":"Guidance and Control Systems","score":0.5982000231742859,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/zero","display_name":"Zero (linguistics)","score":0.6667494177818298},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6457639336585999},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.4947769045829773},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.37958410382270813},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.23827749490737915},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.10673323273658752},{"id":"https://openalex.org/keywords/linguistics","display_name":"Linguistics","score":0.10171329975128174}],"concepts":[{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.6667494177818298},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6457639336585999},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.4947769045829773},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.37958410382270813},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.23827749490737915},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.10673323273658752},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.10171329975128174}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/24m170956x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/24m170956x","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"},{"id":"pmh:oai:arXiv.org:2411.07134","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2411.07134","pdf_url":"https://arxiv.org/pdf/2411.07134","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"text"},{"id":"pmh:oai:wrap.warwick.ac.uk:202194","is_oa":true,"landing_page_url":"https://doi.org/10.1137/24M170956X","pdf_url":"https://wrap.warwick.ac.uk/id/eprint/202194/1/WRAP-Zero-sum-Dynkin-games-common-independent-poisson-constraints-26.pdf","source":{"id":"https://openalex.org/S4306400665","display_name":"Warwick Research Archive Portal (University of Warwick)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39555362","host_organization_name":"University of Warwick","host_organization_lineage":["https://openalex.org/I39555362"],"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":"Journal Article"},{"id":"doi:10.48550/arxiv.2411.07134","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2411.07134","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2411.07134","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2411.07134","pdf_url":"https://arxiv.org/pdf/2411.07134","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6076520351","display_name":null,"funder_award_id":"12571512","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8298450202","display_name":null,"funder_award_id":"2026A1515011188","funder_id":"https://openalex.org/F4320337111","funder_display_name":"Basic and Applied Basic Research Foundation of Guangdong Province"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320337111","display_name":"Basic and Applied Basic Research Foundation of Guangdong Province","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4404403000.pdf","grobid_xml":"https://content.openalex.org/works/W4404403000.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2962838298","https://openalex.org/W2350442714"],"abstract_inverted_index":{"Abstract.":[0],"Zero-sum":[1],"Dynkin":[2,181],"games":[3,182],"under":[4,108,123,143,158,166],"Poisson":[5,18,42,53],"constraints,":[6],"where":[7,62],"players":[8,38],"can":[9,30],"only":[10],"stop":[11],"at":[12],"the":[13,25,40,77,80,83,90,97,101,106,109,115,118,121,125,128,132,135,141,144,153,156,159,164,167,172,184,204,208],"event":[14],"times":[15],"of":[16,66,79,100,155,175,186],"a":[17,59],"process,":[19],"have":[20],"been":[21],"studied":[22],"widely":[23],"in":[24,33,105,140],"recent":[26],"literature.":[27],"The":[28],"constraint":[29,111,161],"be":[31],"modeled":[32],"two":[34],"ways:":[35],"either":[36],"both":[37,124],"share":[39],"same":[41,122],"process":[43,54],"(the":[44,55],"common":[45,91,110,126,168],"constraint)":[46],"or":[47],"each":[48],"player":[49],"has":[50],"their":[51],"own":[52],"independent":[56,93,129,145,160],"constraint).":[57],"In":[58],"Markovian":[60],"framework,":[61],"payoffs":[63],"are":[64,112,138],"functions":[65],"an":[67],"underlying":[68],"diffusion,":[69],"we":[70,178],"establish":[71],"necessary":[72],"and":[73,86,92,103,127],"sufficient":[74,149],"conditions":[75],"for":[76,212],"equivalence":[78],"game\u2019s":[81],"solution\u2014comprising":[82],"value":[84],"function":[85],"optimal":[87],"stopping":[88,98,136],"sets\u2014under":[89],"constraints.":[94],"Specifically,":[95],"if":[96],"sets":[99,137],"maximizer":[102],"minimizer":[104],"game":[107,119,142,157],"disjoint,":[113],"then":[114],"solution":[116,154,165],"to":[117,150,207],"is":[120,147,162],"constraint.":[130,169],"However,":[131],"fact":[133],"that":[134,152],"disjoint":[139],"constraint,":[146],"not":[148],"guarantee":[151],"also":[163],"To":[170],"demonstrate":[171],"broad":[173],"applicability":[174],"our":[176,187],"results,":[177],"solve":[179],"infinite-horizon":[180,209],"satisfying":[183],"assumptions":[185],"main":[188],"theorems,":[189],"using":[190],"backward":[191],"stochastic":[192],"differential":[193],"equation":[194],"(BSDE)":[195],"techniques.":[196],"This":[197],"requires":[198],"extending":[199],"standard":[200],"BSDE":[201],"results":[202],"from":[203],"finite-horizon":[205],"setting":[206],"case,":[210],"allowing":[211],"unbounded":[213],"solutions.":[214]},"counts_by_year":[],"updated_date":"2026-08-26T07:47:46.906454","created_date":"2025-10-10T00:00:00"}