Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time
classification
🧮 math.PR
keywords
continuousdynkinepsilon-equilibriumnon-zero-sumstoppingtimetimestwo-player
read the original abstract
We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping times.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.