Stopping games with randomized strategies
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.
scientific article; zbMATH DE number 1648752