Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption

DOI10.1016/J.JMAA.2015.07.045MaRDI QIDQ499190zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

contractive operatorequality of the upper and lower value functionshitting timestationary strategyvalue iteration schemezero-sum stopping game

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Discrete-time games (91A50) Probabilistic games; gambling (91A60)

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Cited in

(4)

• Nash equilibria in a class of Markov stopping games with total reward criterion
• Nash equilibria in a class of Markov stopping games
• Bi-personal stochastic transient Markov games with stopping times and total reward criterion.
• Risk-sensitive Markov stopping games with an absorbing state.

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