Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (Q499190)

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scientific article; zbMATH DE number 6487301
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Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
scientific article; zbMATH DE number 6487301

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    Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption (English)
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    30 September 2015
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    zero-sum stopping game
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    equality of the upper and lower value functions
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    contractive operator
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    hitting time
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    stationary strategy
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    value iteration scheme
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