We consider a zero-sum optimal stopping game in which the value of the reward is revealed when the second player stops, instead of it being revealed after the first player's stopping time. Such problems appear in the context of financial mathematics when one sells and buys two different American...

We consider mean-field contribution games, where players in a team chooses some effort level at each time period, and the aggregate reward for the team depends on the aggregate cumulative performance of all the players. Each player aims to maximize the expected reward of her own share subject to...

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...

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to the other player's action. In the first part of the paper,...

We consider a two-player non-zero-sum stopping game in which the payoff of each player is revealed when both players stop, instead of it being revealed after the first player's stopping time. Such problems appear in the context of economics and finance, e.g., when two company try to choose good...

We consider a Stackelberg game in discrete time where a manager (leader) hires an agent (follower) for the completion of a project. The project has two states: either uncompleted or completed. The manager gets a fixed reward upon the completion of the project. At the beginning of each stage...

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority value satisfies a weak dynamic programming principle...