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

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

zbMATH Keywords

hitting timecontractive operatorequality of the upper and lower value functionsstationary strategyvalue iteration schemezero-sum stopping game

Mathematics Subject Classification ID

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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