Stopping Games with Randomized Strategies

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct e-optimal strategies.

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Year of publication:	1999-05
Authors:	Rosenberg, Dinah ; Solan, Eilon ; Vieille, Nicolas
Institutions:	Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management

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Extent:	application/pdf
Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 1258
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005588273