Two-player nonZero–sum stopping games in discrete time
Shmaya, Eran ; Solan, Eilon
Ann. Probab., Tome 32 (2004) no. 1A, p. 2733-2764 / Harvested from Project Euclid
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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.
Publié le : 2004-07-14
Classification:  Stopping games,  Dynkin games,  stochastic games,  ɛ-equilibrium,  randomized stopping times,  60G40,  91A15,  91A05 
@article{1091813629,
     author = {Shmaya, Eran and Solan, Eilon},
     title = {Two-player nonZero--sum stopping games in discrete time},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2733-2764},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1091813629}
}

Shmaya, Eran; Solan, Eilon. Two-player nonZero–sum stopping games in discrete time. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2733-2764. http://gdmltest.u-ga.fr/item/1091813629/