On a stopping game in continuous time

DOI10.1090/PROC/12910zbMATH Open1345.60037arXiv1409.6773OpenAlexW2963371768MaRDI QIDQ2809215FDOQ2809215

Authors: Erhan Bayraktar, Zhou Zhou 

Publication date: 27 May 2016

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

Full work available at URL: https://arxiv.org/abs/1409.6773

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zbMATH Keywords

saddle pointDynkin gamesoptimal stopping gamenon-anticipative stopping strategies

Mathematics Subject Classification ID

Noncooperative games (91A10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60) General theory of stochastic processes (60G07)

Cites Work

• Title not available (Why is that?)
• Optimal multiple stopping time problem
• Optimal stopping time problem in a general framework
• On zero-sum optimal stopping games
• Dynkin games in a general framework

Cited In (7)

• On zero-sum optimal stopping games
• The Value of Zero-Sum Stopping Games in Continuous Time
• On some kind of Dynkin's stopping game
• 1½-Player Stochastic StopWatch Games
• Games of stopping with infinite horizon
• Title not available (Why is that?)
• Stopping times in the game Rock-Paper-Scissors

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