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July 2004 Two-player nonZero–sum stopping games in discrete time
Eran Shmaya, Eilon Solan
Ann. Probab. 32(3B): 2733-2764 (July 2004). DOI: 10.1214/009117904000000162

Abstract

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

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Eran Shmaya. Eilon Solan. "Two-player nonZero–sum stopping games in discrete time." Ann. Probab. 32 (3B) 2733 - 2764, July 2004. https://doi.org/10.1214/009117904000000162

Information

Published: July 2004
First available in Project Euclid: 6 August 2004

zbMATH: 1079.60045
MathSciNet: MR2078556
Digital Object Identifier: 10.1214/009117904000000162

Subjects:
Primary: 60G40
Secondary: 91A05 , 91A15

Keywords: Dynkin games , ɛ-equilibrium , randomized stopping times , Stochastic games , Stopping games

Rights: Copyright © 2004 Institute of Mathematical Statistics

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Vol.32 • No. 3B • July 2004
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