The multi-player nonzero-sum Dynkin game in discrete time (Q2454073): Difference between revisions
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Revision as of 14:16, 13 February 2024
scientific article
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| English | The multi-player nonzero-sum Dynkin game in discrete time |
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The multi-player nonzero-sum Dynkin game in discrete time (English)
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12 June 2014
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An \(N\)-person noncooperative Dynkin game is considered wherein players optimize their payoffs over stopping times. The rewards of players are allowed to depend on the set of players who stop the game. Under a reasonable technical condition, the existence of a Nash equilibrium in pure strategies is established.
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Dynkin games
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noncooperative game
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stopping times
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pure strategies
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