Non-zero-sum discrete parameter stochastic games with stopping times

DOI10.1007/BF00343901zbMath0595.60052OpenAlexW2006964263MaRDI QIDQ1077815

Hiroaki Morimoto

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00343901

zbMATH Keywords

Nash pointstopped stochastic games

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (12)

A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria ⋮ Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Two-player nonzero-sum stopping games in discrete time. ⋮ An application of Ramsey theorem to stopping games. ⋮ Dynkin's games and Israeli options ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ Stochastic Games ⋮ Nash equilibria of threshold type for two-player nonzero-sum games of stopping ⋮ Game contingent claims in complete and incomplete markets ⋮ Nonzero-sum games of optimal stopping for Markov processes ⋮ Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion ⋮ Noncooperative n-player cyclic stopping games

Cites Work

• Dynkin games and martingale methods
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
• [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications]
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