Nonzero-sum games of optimal stopping for Markov processes

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

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

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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 (16)

• On zero-sum optimal stopping games
• The Value of Zero-Sum Stopping Games in Continuous Time
• Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems
• Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information
• Zero-sum stochastic games with stopping and control
• Nash equilibria of threshold type for two-player nonzero-sum games of stopping
• Non zero-sum stopping games of symmetric Markov processes
• GAME THEORETIC ANALYSIS FOR AN OPTIMAL STOPPING PROBLEM BY MEANS OF MOMENTS OF A DISTRIBUTION FUNCTION
• Markov stopping games with an absorbing state and total reward criterion
• Title not available (Why is that?)
• On the value of non-Markovian Dynkin games with partial and asymmetric information
• An impulse-regime switching game model of vertical competition
• Optimal stopping under adverse nonlinear expectation and related games
• Optimal Stopping Games for Markov Processes
• A zero-sum Poisson stopping game with asymmetric signal rates
• Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion

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