Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time

Details Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time

2010-09-28

arxiv.org/abs/1009.5627v1

Mathematics

Probability

Scientific paper

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.

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