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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 6
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Original Articles

Equilibrium in two-player non-zero-sum Dynkin games in continuous time

Rida Laraki CNRS and Laboratoire d'Econométrie de l'Ecole Polytechnique, Palaiseau, 91128, FranceView further author information
&
Eilon Solan School of Mathematical Sciences, Tel Aviv University, Tel Aviv, 69978, IsraelCorrespondence[email protected]
Pages 997-1014 | Received 21 Jan 2009, Accepted 29 Aug 2012, Published online: 09 Oct 2012

Citations (19)

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Miryana Grigorova & Marie-Claire Quenez. (2017) Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs. Stochastics 89:1, pages 259-279.
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Articles from other publishers (18)

Royi Jacobovic. (2022) Recursive Construction of a Nash Equilibrium in a Two-Player Nonzero-Sum Stopping Game with Asymmetric Information. SIAM Journal on Control and Optimization 60:6, pages 3289-3301.
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Yu-Jui Huang & Zhou Zhou. (2022) A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria. Finance and Stochastics 26:2, pages 301-334.
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János Flesch, Arkadi Predtetchinski & William Sudderth. (2021) Discrete stop-or-go games. International Journal of Game Theory 50:2, pages 559-579.
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Mohammad Karim Sohrabi & Hossein Azgomi. (2018) A Survey on the Combined Use of Optimization Methods and Game Theory. Archives of Computational Methods in Engineering 27:1, pages 59-80.
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Yehuda John Levy & Eilon Solan. 2020. Complex Social and Behavioral Systems. Complex Social and Behavioral Systems 229 250 .
Natalie Attard. (2016) Nonzero-Sum Games of Optimal Stopping for Markov Processes. Applied Mathematics & Optimization 77:3, pages 567-597.
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Tiziano De Angelis, Giorgio Ferrari & John Moriarty. (2018) Nash equilibria of threshold type for two-player nonzero-sum games of stopping. The Annals of Applied Probability 28:1.
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Frank Riedel & Jan-Henrik Steg. (2017) Subgame-perfect equilibria in stochastic timing games. Journal of Mathematical Economics 72, pages 36-50.
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Natalie Attard. (2017) Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion. Advances in Applied Probability 49:2, pages 430-445.
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Ivan Guo & Marek Rutkowski. (2016) Arbitrage-free pricing of multi-person game claims in discrete time. Finance and Stochastics 21:1, pages 111-155.
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Yehuda John Levy & Eilon Solan. 2017. Encyclopedia of Complexity and Systems Science. Encyclopedia of Complexity and Systems Science 1 23 .
Christian Seel & Philipp Strack. (2016) Continuous Time Contests with Private Information. Mathematics of Operations Research 41:3, pages 1093-1107.
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Joffrey Derchu, Philippe Guillot, Thibaut Mastrolia & Mathieu Rosenbaum. (2020) AHEAD: Ad Hoc Electronic Auction Design. SSRN Electronic Journal.
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Zhou Zhou. (2015) Multi-Player Stopping Games in Continuous Time. SSRN Electronic Journal.
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Zhou Zhou. (2015) Non-Zero-Sum Stopping Games in Discrete Time. SSRN Electronic Journal.
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Zhou Zhou. (2015) Non-Zero-Sum Stopping Games in Continuous Time. SSRN Electronic Journal.
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Jan-Henrik Steg. (2015) Symmetric Equilibria in Stochastic Timing Games. SSRN Electronic Journal.
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Frank Riedel & Jan-Henrik Steg. (2014) Subgame-Perfect Equilibria in Stochastic Timing Games. SSRN Electronic Journal.
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