Stopping games with randomized strategies

Dinah Rosenberg, Nicolas Vieille () and Eilon Solan ()

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Abstract: We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In constrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct ε-optimal strategies.

Keywords: Stopping games; randomized strategies (search for similar items in EconPapers)
Date: 2001-03-01
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Citations: View citations in EconPapers (39)

Published in Probability Theory and Related Fields, 2001, Vol.119,n°3, pp.433-451. ⟨10.1007/PL00008766⟩

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Working Paper: Stopping Games with Randomized Strategies (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00465029

DOI: 10.1007/PL00008766

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