A Nonzero-Sum Extension of Dynkin's Stopping Problem
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Publication:3754460
DOI10.1287/moor.12.2.277zbMath0617.90102OpenAlexW2143626005MaRDI QIDQ3754460
Publication date: 1987
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.12.2.277
infinite horizonequilibrium pointsrandom sequencesfinite stagestwo-person nonzero-sum stopping gamesvalue-relations
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)
Related Items (20)
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria ⋮ Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Two-player nonzero-sum stopping games in discrete time. ⋮ Selection of a correlated equilibrium in Markov stopping games ⋮ Markov stopping games with random priority ⋮ Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection ⋮ An application of Ramsey theorem to stopping games. ⋮ Dynkin's games and Israeli options ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ Stochastic Games ⋮ Randomized stopping games and Markov market games ⋮ A model of a 2-player stopping game with priority and asynchronous observation ⋮ Arbitrage-free pricing of multi-person game claims in discrete time ⋮ Equilibrium exit in stochastically declining industries ⋮ Dynamics in \textit{Art of war} ⋮ Nash equilibria of threshold type for two-player nonzero-sum games of stopping ⋮ Game contingent claims in complete and incomplete markets ⋮ Nonzero-sum games of optimal stopping for Markov processes ⋮ Cooperative Strategies in Stopping Games ⋮ Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
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