Stopping Games with Randomized Strategies

Dinah Rosenberg, Eilon Solan (eilons@post.tau.ac.il) and Nicolas Vieille (vieille@hec.fr)

No 1258, Discussion Papers from Northwestern University, Center for Mathematical Studies in Economics and Management Science

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 contrast 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 e-optimal strategies.

Date: 1999-05
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Working Paper: Stopping games with randomized strategies (2001)
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