Continuous Time Stopping Games with Monotone Reward Structures

DOI10.1287/MOOR.15.3.496MaRDI QIDQ3348751zbMATH OpenOpenAlexFDO

Authors Chi-fu Huang, Lode Li

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

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)

Recommendations

• Monotone stopping games
• scientific article; zbMATH DE number 2202826
• Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems
• On a discrete-time non-zero-sum Dynkin problem with monotonicity
• Nash equilibria in a class of Markov stopping games with total reward criterion

Cited in

(11)

• Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
• scientific article; zbMATH DE number 2202827 (Why is no real title available?)
• 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
• Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems
• scientific article; zbMATH DE number 1507322 (Why is no real title available?)
• On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
• On a stopping game in continuous time
• Preemptive patenting under uncertainty and asymmetric information

This page was built for publication: Continuous Time Stopping Games with Monotone Reward Structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3348751)