Multi-player stopping games in continuous time

2015/09/14 by Zhou Zhou, Zhou, Zhou
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1509.03950

openalex publication_date 2015/09/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop. Moreover, each player can adjust her own stopping strategy by observing other players' behaviors. Assuming the continuity of the payoff functions in time, we show that there always exists an \eps-Nash equilibrium in pure stopping strategies for any \eps>0.

Related

• Non-zero-sum stopping games in discrete time
• Non-zero-sum stopping games in continuous time
• Unilaterally Competitive Multi-Player Stopping Games
• The Multi-player Nonzero-sum Dynkin Game in Continuous Time
• On Dynkin Games with Unordered Payoff Processes