Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games

DOI10.1080/17442509008833635zbMath0704.60040OpenAlexW2090520190MaRDI QIDQ3484107

Jean-Pierre Lepeltier, Patrick Cattiaux

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833635

zbMATH Keywords

excessive functionsright continuousleft upper semi-continuousMarkov Nash equilibriumMarkov stopping game

Mathematics Subject Classification ID

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

Related Items (5)

The multi-player nonzero-sum Dynkin game in discrete 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 ⋮ Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems

This page was built for publication: Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games