Randomized stopping games and Markov market games

DOI10.1007/s00186-006-0143-8zbMath1162.91007OpenAlexW2115199662MaRDI QIDQ2465380

Elżbieta Z. Ferenstein

Publication date: 4 January 2008

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0143-8

zbMATH Keywords

Nash equilibriumMarkov chainStochastic gamesStopping games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (6)

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection ⋮ Dynkin's games and Israeli options ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ A zero-sum competitive multi-player game ⋮ Preemption games under Lévy uncertainty

Cites Work

• On a randomized strategy in Neveu's stopping problem
• On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points
• Applications of a theorem concerning sets with convex sections
• Non-cooperative games
• A Nonzero-Sum Extension of Dynkin's Stopping Problem
• ON A multi-person time-sequential game with priorities
• On a discrete-time non-zero-sum Dynkin problem with monotonicity
• Stationary Markov Equilibria
• Construction of Stationary Markov Equilibria in a Strategic Market Game
• Randomized Stopping Times in Dynkin Games
• Games of stopping with infinite horizon
• Quitting Games
• Stopping games with randomized strategies
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