Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time

Rida Laraki () and Eilon Solan ()
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Rida Laraki: X - École polytechnique - IP Paris - Institut Polytechnique de Paris, IMJ - Institut de Mathématiques de Jussieu - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique

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Abstract: We prove that every two-player nonzero-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 nonrandomized stopping times.

Keywords: Dynkin games; stopping games; equilibrium; stochastic analysis; continuous time.; continuous time (search for similar items in EconPapers)
Date: 2012-11-19
New Economics Papers: this item is included in nep-gth, nep-hpe and nep-mic
Note: View the original document on HAL open archive server: https://hal.science/hal-00753508
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Citations: View citations in EconPapers (2)

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