The Multi-player Nonzero-sum Dynkin Game in Continuous Time

2011/09/29 by Said, Hamadene, Mohammed, Hassani
#60G40 #91A10 #91A15 #91A30 #91A60 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1110.5889

Abstract

In this paper we study the N-player nonzero-sum Dynkin game (N≥ 3) in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that the game has a Nash equilibrium point for general payoff processes.

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