Continuous Time Stopping Games with Monotone Reward Structures

DOI10.1287/MOOR.15.3.496zbMATH Open0726.90110OpenAlexW2159161591MaRDI QIDQ3348751FDOQ3348751

Lode Li, Chi-fu Huang

Publication date: 1990

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

Full work available at URL: http://hdl.handle.net/1721.1/47106

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zbMATH Keywords

continuous timeNash equilibriaexistence theoremmonotone reward structurenon- Markov environmentnonzero-sum stopping games

Mathematics Subject Classification ID

Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) Games of timing (91A55) Economic growth models (91B62)

Cited In (9)

• Title not available (Why is that?)
• Monotone stopping games
• Mean field games of timing and models for bank runs
• Nonzero-sum games of optimal stopping for Markov processes
• Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games
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• On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
• Preemptive patenting under uncertainty and asymmetric information
• Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

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