Multi-player stopping games in continuous time

Zhou Zhou

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arXiv · 1509.03950

Multi-player stopping games in continuous time

Zhou Zhou

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Abstract

We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop. Moreover, each player can adjust her own stopping strategy by observing other players' behaviors. Assuming the continuity of the payoff functions in time, we show that there always exists an $\eps$-Nash equilibrium in pure stopping strategies for any $\eps>0$.

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Zhou Zhou. 2015-09-14. Multi-player stopping games in continuous time. https://arxiv.org/abs/1509.03950

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