Stopping games with randomized strategies
type: Item
instance of: scholarly article
title: Stopping games with randomized strategies
zbMATH Open document ID: 0988.60037
author: Dinah Rosenberg
author: Eilon Solan
author: Nicolas Vieille
publication date: 2002-06-30T00:00:00Z
review text: The discrete time Dynkin stopping games in the setup of Neveu are studied. The existence of a uniform value is proved under the single integrability condition. The players are allowed to use randomized strategies, and there is no comparison assumptions on the payoff process. It is proved that the value is the limit of discounted values, and \(\varepsilon\)-optimal strategies are constructed.
reviewed by: Pavel Gapeev
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 1648752
zbMATH Keywords: optimal stopping
zbMATH Keywords: Dynkin games
zbMATH Keywords: payoff process
zbMATH Keywords: \(\varepsilon\)-optimal strategies
MaRDI profile type: Publication
DOI: 10.1007/S004400000091
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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description: scientific article; zbMATH DE number 1648752