Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems

DOI10.1137/18M119803XzbMath1465.60035OpenAlexW3153896704MaRDI QIDQ5859524

John Moriarty, Randall Martyr

Publication date: 16 April 2021

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

Full work available at URL: https://doi.org/10.1137/18m119803x

zbMATH Keywords

optimal stoppingBrownian motionNash equilibriumgeneralized Nash equilibrium problemsnonzero-sum optimal stopping games

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) 2-person games (91A05) (n)-person games, (n>2) (91A06) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

Related Items (1)

An impulse-regime switching game model of vertical competition

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