Non zero-sum stopping games of symmetric Markov processes

DOI10.1007/BF00320329zbMath0608.60067MaRDI QIDQ1085895

Hideo Nagai

Publication date: 1987

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

zbMATH Keywords

quasi-variational inequalitiesDirichlet formsNash equilibrium pointsnon zero-sum stopping game

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (11)

A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria ⋮ An application of Ramsey theorem to stopping games. ⋮ Dynkin's games and Israeli options ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ On a decomposition result in a Dynkin stopping game ⋮ Equilibrium in two-player non-zero-sum Dynkin games in continuous time ⋮ Nash equilibria of threshold type for two-player nonzero-sum games of stopping ⋮ 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 ⋮ Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems

Cites Work

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