A Nonzero-Sum Extension of Dynkin's Stopping Problem
DOI10.1287/MOOR.12.2.277zbMATH Open0617.90102OpenAlexW2143626005MaRDI QIDQ3754460FDOQ3754460
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
Recommendations
equilibrium pointsinfinite horizonrandom sequencesfinite stagestwo-person nonzero-sum stopping gamesvalue-relations
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)
Cited In (31)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
- An application of Ramsey theorem to stopping games.
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- 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
- Game contingent claims in complete and incomplete markets
- On a randomized strategy in Neveu's stopping problem
- Cooperative Strategies in Stopping Games
- \(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time
- Title not available (Why is that?)
- The multi-player nonzero-sum Dynkin game in discrete time
- Nonzero-sum games of optimal stopping for Markov processes
- A class of solvable stopping games
- Equilibrium exit in stochastically declining industries
- Nash equilibria of threshold type for two-player nonzero-sum games of stopping
- Two-player nonzero-sum stopping games in discrete time.
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Randomized stopping games and Markov market games
- Selection of a correlated equilibrium in Markov stopping games
- Dynkin's games and Israeli options
- Title not available (Why is that?)
- Stochastic Games
- Title not available (Why is that?)
- A stochastic game of optimal stopping and order selection
- Arbitrage-free pricing of multi-person game claims in discrete time
- Title not available (Why is that?)
- Title not available (Why is that?)
- A model of a 2-player stopping game with priority and asynchronous observation
- Markov stopping games with random priority
- Dynamics in \textit{Art of war}
- Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
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