Noncooperative n-player cyclic stopping games

DOI10.1080/17442508608833433zbMath0618.60040OpenAlexW2019315238MaRDI QIDQ4727930

Hiroaki Morimoto

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833433

zbMATH Keywords

Nash equilibriumSnell envelopeoptimal stopping theoryDynkin stopping game

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Dynkin's games and Israeli options ⋮ Equilibrium in two-player non-zero-sum Dynkin games in continuous time

Cites Work

• Non-zero-sum discrete parameter stochastic games with stopping times
• Non zero-sum stopping games of symmetric Markov processes
• Optimal stopping and a martingale approach to the penalty method

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