Nonzero-sum games of optimal stopping for Markov processes

DOI10.1007/S00245-016-9388-7MaRDI QIDQ722076zbMATH OpenOpenAlexWikidataFDO

Authors Natalie Attard

Publication date 20 July 2018

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

Copyright license Creative Commons Attribution 4.0 International

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

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• Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
• On zero-sum optimal stopping games
• The Value of Zero-Sum Stopping Games in Continuous Time
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• GAME THEORETIC ANALYSIS FOR AN OPTIMAL STOPPING PROBLEM BY MEANS OF MOMENTS OF A DISTRIBUTION FUNCTION
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• Optimal Stopping Games for Markov Processes
• A zero-sum Poisson stopping game with asymmetric signal rates

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