The Multi-player Nonzero-sum Dynkin Game in Continuous Time

Details The Multi-player Nonzero-sum Dynkin Game in Continuous Time The Multi-player Nonzero-sum Dynkin Game in Continuous Time

2011-09-29

arxiv.org/abs/1110.5889v1

Computer Science

Computer Science and Game Theory

Scientific paper

In this paper we study the N-player nonzero-sum Dynkin game ($N\geq 3$) 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.

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