On a discrete-time non-zero-sum Dynkin problem with monotonicity

DOI10.2307/3214881zbMath0742.60044OpenAlexW2083047664MaRDI QIDQ3977678

Yoshio Ohtsubo

Publication date: 25 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214881

zbMATH Keywords

equilibrium pointstopping gameoptimal stopping theorymonotone cases

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

Related Items (10)

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. ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ The complexity of Tarski's fixed point theorem ⋮ Stochastic Games ⋮ Randomized stopping games and Markov market games ⋮ 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

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