Constraint BSDE for Stopping Game

2018 ◽  
Vol 07 (06) ◽  
pp. 723-730
Author(s):  
和林 吴
Keyword(s):  
Stopping Game

scholarly journals On a stopping game in continuous time

2016 ◽  
Vol 144 (8) ◽  
pp. 3589-3596 ◽  
Author(s):  
Erhan Bayraktar ◽  
Zhou Zhou
Keyword(s):  
Continuous Time ◽  
Stopping Game

EQUILIBRIUM IN n-PERSON GAME OF SHOWCASE SHOWDOWN

2010 ◽  
Vol 24 (3) ◽  
pp. 397-403 ◽  
Author(s):  
Vladimir Mazalov ◽  
Anna Ivashko
Keyword(s):  
Dynamic Programming ◽  
Optimal Stopping ◽  
Random Variables ◽  
Programming Approach ◽  
Dynamic Programming Approach ◽  
Stopping Game ◽  
Level 1 ◽  
Person Game ◽  
Independent And Identically Distributed

In this article we consider a noncooperative n-person optimal stopping game of Showcase Showdown, in which each player observes the sum of independent and identically distributed random variables uniformly distributed in [0, 1]. Players can decide to stop the draw in each moment. The objective of a player is to get the maximal number of scores that does is not exceeded level 1. If the scores of all players exceed 1, then the winner is the player whose score is closest to 1. We derive the equilibrium in this game on the basis of the dynamic programming approach.

On a discrete-time non-zero-sum Dynkin problem with monotonicity

1991 ◽  
Vol 28 (02) ◽  
pp. 466-472 ◽  
Author(s):  
Yoshio Ohtsubo
Keyword(s):  
Equilibrium Point ◽  
Discrete Time ◽  
Time Parameter ◽  
Stopping Game ◽  
Zero Sum

We consider a monotone case of the non-zero-sum stopping game with discrete time parameter which is called the Dynkin problem. Marner (1987) has investigated a stopping game with general monotone reward structures, but his monotonicity is too strong to apply our problem. We establish that there exists an explicit equilibrium point in our monotone case. We also give a simple example applicable to a duopolistic exit game.

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