Abstract
We consider the extension of optimal stopping problems to non-zero-sum strategic settings called stopping games. By imposing a monotone structure on the pay-offs of the game we establish the existence of a Nash equilibrium in non-randomized stopping times. As a corollary, we identify a class of games for which there are Nash equilibria in myopic stopping times. These games satisfy the strategic equivalent of the classical ‘monotone case' assumptions of the optimal stopping problem.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
3 articles.
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1. Stochastic Games;Encyclopedia of Complexity and Systems Science;2017
2. Optimal multivariate stopping rules;Journal of Applied Probability;1998-09
3. On a discrete-time non-zero-sum Dynkin problem with monotonicity;Journal of Applied Probability;1991-06