On a stopping game in continuous time

DOI10.1090/PROC/12910MaRDI QIDQ2809215zbMATH OpenOpenAlexFDO

Authors Erhan Bayraktar, Zhou Zhou

Publication date 27 May 2016

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1095739 (Why is no real title available?)
• Dynkin games in a general framework
• On zero-sum optimal stopping games
• Optimal multiple stopping time problem
• Optimal stopping time problem in a general framework

Cited in

(7)

• Games of stopping with infinite horizon
• On zero-sum optimal stopping games
• Stopping times in the game Rock-Paper-Scissors
• The Value of Zero-Sum Stopping Games in Continuous Time
• scientific article; zbMATH DE number 2202826 (Why is no real title available?)
• 1½-Player Stochastic StopWatch Games
• On some kind of Dynkin's stopping game

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