Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (Q5233176)

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scientific article; zbMATH DE number 7105407
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Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
scientific article; zbMATH DE number 7105407

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    Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion (English)
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    16 September 2019
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    nonzero-sum optimal stopping game
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    Nash equilibrium
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    Brownian motion
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    double partial superharmonic characterisation
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    double smooth fit principle
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    Itô-Tanaka formula
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    optimal stopping
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    regular diffusion
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