Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time [article]

Rida Laraki, Eilon Solan
2010 arXiv   pre-print
We prove that every two-player non-zero-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 non-randomized stopping times.
arXiv:1009.5627v1 fatcat:3tstzbc5bfgx3lamhkh7nnrg4q