Subgame-perfect equilibria in stochastic timing games

DOI10.1016/j.jmateco.2017.06.006zbMath1394.91069arXiv1409.4597OpenAlexW3122713045MaRDI QIDQ2402814

Frank Riedel, Jan-Henrik Steg

Publication date: 14 September 2017

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.4597

zbMATH Keywords

optimal stoppingmixed strategiesstochastic gamescontinuous timesubgame-perfect equilibriumtiming games

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)

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