Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
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Publication:499190
DOI10.1016/j.jmaa.2015.07.045zbMath1335.91016OpenAlexW991003899MaRDI QIDQ499190
Rolando Cavazos-Cadena, Daniel Hernández-Hernández
Publication date: 30 September 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.07.045
hitting timecontractive operatorequality of the upper and lower value functionsstationary strategyvalue iteration schemezero-sum stopping game
2-person games (91A05) Discrete-time games (91A50) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
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