Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time

We prove that every two-player nonzero-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 nonrandomized stopping times.

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Year of publication:	2012-11-19
Authors:	Laraki, Rida ; Solan, Eilon
Institutions:	HAL
Subject:	Dynkin games \| stopping games \| equilibrium \| stochastic analysis \| continuous time

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00753508
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010899803