The Multi-player Nonzero-sum Dynkin Game in Continuous Time
Computer Science and Game Theory
2011-10-27 v1 Probability
Abstract
In this paper we study the N-player nonzero-sum Dynkin game () in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that the game has a Nash equilibrium point for general payoff processes.
Keywords
Cite
@article{arxiv.1110.5889,
title = {The Multi-player Nonzero-sum Dynkin Game in Continuous Time},
author = {Hamadene Said and Hassani Mohammed},
journal= {arXiv preprint arXiv:1110.5889},
year = {2011}
}