Non zero-sum stopping games of symmetric Markov processes
type: Item
instance of: scholarly article
title: Non zero-sum stopping games of symmetric Markov processes
zbMATH Open document ID: 0608.60067
DOI: 10.1007/BF00320329
author: Hideo Nagai
publication date: 1987-01-01T00:00:00Z
review text: A non zero-sum stopping game of a symmetric Markov process is investigated. A system of quasi-variational inequalities (QVI) is introduced in terms of Dirichlet forms and the existence of extremal solutions of the system of QVI is discussed. Nash equilibrium points of the stopping game are obtained from solutions of the system of QVI.
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 3984255
zbMATH Keywords: non zero-sum stopping game
zbMATH Keywords: quasi-variational inequalities
zbMATH Keywords: Dirichlet forms
zbMATH Keywords: Nash equilibrium points
MaRDI profile type: Publication
cites work: Continuite des contractions dans les espaces de Dirichlet
cites work: Nonlinear variational inequalities and differential games with stopping times
cites work: Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
cites work: Sur un problème de dynkin
cites work: Q5580119
cites work: Stochastic games and variational inequalities
cites work: Q3855442
cites work: CONTROL OF MARKOV PROCESSES AND $ W$-SPACES
cites work: Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
cites work: Dynkin games and martingale methods
cites work: On an optimal stopping problem and a variational inequality
cites work: Impulsive control of symmetric Markov processes and quasi-variational inequalities
cites work: Stochastic control of symmetric markov processes and nonlinear variational inequalities
cites work: Q3040237
cites work: Q3684019
cites work: Q5186492
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Recommended article: Q5186492
Recommended article: Nonzero-sum games of optimal stopping for Markov processes
Recommended article: Optimal Stopping Games for Markov Processes
Recommended article: Non-zero-sum discrete parameter stochastic games with stopping times
Recommended article: Randomized stopping games and Markov market games
Recommended article: On zero-sum optimal stopping games
Recommended article: Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems
Recommended article: Q4915367
Recommended article: Zero-sum stochastic games with stopping and control
Recommended article: Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games
description: scientific article; zbMATH DE number 3984255