Nash equilibria of threshold type for two-player nonzero-sum games of stopping
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Publication:1751964
DOI10.1214/17-AAP1301zbMath1390.91038arXiv1508.03989OpenAlexW2964331618WikidataQ59885345 ScholiaQ59885345MaRDI QIDQ1751964
Giorgio Ferrari, Tiziano De Angelis, John Moriarty
Publication date: 25 May 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.03989
Nash equilibriumfree boundary problemssmooth-fit principlenonzero-sum Dynkin gamesregular diffusions
2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Stochastic games, stochastic differential games (91A15)
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