The Value of Zero-Sum Stopping Games in Continuous Time

Rida Laraki, Eilon Solan
2005 SIAM Journal of Control and Optimization  
We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do not assume any conditions on the relations between the payoff processes.
doi:10.1137/s0363012903429025 fatcat:sou4q3dzbrc53cy66esysx25ja