The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time

DOI10.1137/110855132zbMath1303.91037arXiv1110.5889OpenAlexW2963454559MaRDI QIDQ5494898

Hassani Mohammed, Said Hamadène

Publication date: 30 July 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5889

zbMATH Keywords

Nash equilibriumstopping timesDynkin gameSnell envelopenonzero-sum game

Mathematics Subject Classification ID

Noncooperative games (91A10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60) Games of timing (91A55)

Related Items (6)

Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information ⋮ Subgame-perfect equilibria in stochastic timing games ⋮ A class of nonzero-sum investment and reinsurance games subject to systematic risks ⋮ Discrete time stochastic multi-player competitive games with affine payoffs ⋮ Non-zero-sum reinsurance and investment game with correlation between insurance market and financial market under CEV model ⋮ Nash equilibria of threshold type for two-player nonzero-sum games of stopping

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