Non-zero-sum stopping games in discrete time [article]

Zhou Zhou
2015 arXiv   pre-print
We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to the other player's action. In the first part of the paper, we consider the game where players act simultaneously at each stage. We show that there exists a Nash equilibrium in mixed stopping strategies. In the second part, we assume that one player has to act
more » ... rst at each stage. In this case, we show the existence of a Nash equilibrium in pure stopping strategies.
arXiv:1508.06032v1 fatcat:mh2gl6j4afgkldti42rff33fyq