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19 novembre 2012
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- handle: 10670/1.gb227l
- hal: hal-00753508
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info:eu-repo/semantics/OpenAccess
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Dynkin games stopping games equilibrium stochastic analysis continuous time. continuous timeSujets proches
Hours (Time) Balancing (Physics) Balance (Physics) BalanceCiter ce document
Rida Laraki et al., « Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time », HAL-SHS : économie et finance, ID : 10670/1.gb227l
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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.