Nonzero-sum games of optimal stopping for Markov processes

DOI10.1007/S00245-016-9388-7zbMATH Open1404.91020OpenAlexW2550756872WikidataQ59477015 ScholiaQ59477015MaRDI QIDQ722076FDOQ722076

Authors Natalie Attard 

Publication date 20 July 2018

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-016-9388-7

zbMATH Keywords

Markov processNash equilibriumdouble partial superharmonic characterisationnonzero-sum optimal stopping gameprinciple of double continuous fitprinciple of double smooth fit

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic games, stochastic differential games (91A15)

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Cited in

(17)

• Optimal stopping under adverse nonlinear expectation and related games
• GAME THEORETIC ANALYSIS FOR AN OPTIMAL STOPPING PROBLEM BY MEANS OF MOMENTS OF A DISTRIBUTION FUNCTION
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• On zero-sum optimal stopping games
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• Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information
• Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems
• The Value of Zero-Sum Stopping Games in Continuous Time
• Nash equilibria of threshold type for two-player nonzero-sum games of stopping
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• Optimal stopping games and Nash equilibrium
• A zero-sum Poisson stopping game with asymmetric signal rates
• Markov stopping games with an absorbing state and total reward criterion
• On the value of non-Markovian Dynkin games with partial and asymmetric information

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