-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time

DOI10.1007/S13235-023-00500-3MaRDI QIDQ6581707zbMATH OpenFDO

Authors Said Hamadène, M. Hassani, Marie-Amélie Morlais

Publication date 31 July 2024

Published in Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13235-023-00500-3

zbMATH Keywords

Dynkin gameNash equilibrium pointnonzero-sum gamepure strategySnell envelopestopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Equilibrium refinements (91A11) Discrete-time games (91A50) Games of timing (91A55) Algorithmic game theory and complexity (91A68)

Recommendations

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• Equilibrium in two-player non-zero-sum Dynkin games in continuous time
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• On a discrete-time non-zero-sum Dynkin problem with monotonicity

Cites work

• A Nonzero-Sum Extension of Dynkin's Stopping Problem
• An application of Ramsey theorem to stopping games.
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• Monotone stopping games
• Non-zero-sum discrete parameter stochastic games with stopping times
• On a discrete-time non-zero-sum Dynkin problem with monotonicity
• On a randomized strategy in Neveu's stopping problem
• Optimal Stopped Games
• Quitting Games
• Randomized Stopping Times in Dynkin Games
• Sequential correlated equilibria in stopping games
• Stopping games with randomized strategies
• The multi-player nonzero-sum Dynkin game in discrete time
• Two-player nonzero-sum stopping games in discrete time.

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