Two-player nonZero–sum stopping games in discrete time

By E. Shmaya, Eilon Solan. 2004

57 citations recorded by the source corpus.

We prove that every two player non zero-sum stopping game in discrete time admits an -equilibrium in randomized strategies, for every > 0. We use a stochastic variation of Ramsey Theorem, which enables us to reduce the problem to that of studying properties of -equilibria in a simple class of stochastic games with finite state space.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/4ac5e5d532a9d1183f5a431d18e9c8900f99d358

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nicolas Vieille
2. Eilon Solan

In Finance

1. Nicolas Vieille
2. Eilon Solan

In Management Science and Operations Research

1. Nicolas Vieille
2. Eilon Solan

Citations in the corpus

• Deterministic Multi-Player Dynkin Games (2003, methodology): “We hope that the combination of the arguments we use here with the techniques presented by Shmaya and Solan (2002) and Solan (2002) can be used to further study multi-player Dynkin games.”