Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time
Probability
2010-09-29 v1
Abstract
We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping times.
Keywords
Cite
@article{arxiv.1009.5627,
title = {Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time},
author = {Rida Laraki and Eilon Solan},
journal= {arXiv preprint arXiv:1009.5627},
year = {2010}
}