Discounted nonzero-sum optimal stopping games under Poisson random intervention times

Figures & data

Figure 1. A computer drawing of the value functions $V_{\ast }(x)$ and $U_{\ast }(x)$ and the optimal exercise boundaries $a_{\ast }$ and $b_{\ast }$ in the case $L_1<L_2<K_1<K_2$.

Figure 2. A computer drawing of the value functions $V_{\ast }(x)$ and $U_{\ast }(x)$ and the optimal exercise boundaries $a_{\ast }$ and $b_{\ast }$ in the case $L_1<L_2<K_2<K_1$.

Figure 3. A computer drawing of the value functions $V_{\ast }(x)$ and $U_{\ast }(x)$ and the optimal exercise boundaries $a_{\ast }$ and $b_{\ast }$ in the case $L_2<L_1<K_1<K_2$.

Figure 4. A computer drawing of the value functions $V_{\ast }(x)$ and $U_{\ast }(x)$ and the optimal exercise boundaries $a_{\ast }$ and $b_{\ast }$ in the case $L_2<L_1<K_2<K_1$.

Figure A1. A computer drawing of the boundary functions $b_1(a)$ and $b_2(a)$.