Two-player nonzero-sum stopping games in discrete time.
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Publication:1889797
DOI10.1214/009117904000000162zbMATH Open1079.60045arXivmath/0410173OpenAlexW2170987622MaRDI QIDQ1889797FDOQ1889797
Authors: Eran Shmaya, Eilon Solan 
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: We prove that every two-player nonzero-sum stopping game in discrete time admits an epsilon-equilibrium in randomized strategies for every epsilon >0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of epsilon-equilibria in a simple class of stochastic games with finite state space.
Full work available at URL: https://arxiv.org/abs/math/0410173
Recommendations
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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