The Multi-player Nonzero-sum Dynkin Game in Continuous Time
نویسندگان
چکیده
In this paper we study the N-player nonzero-sumDynkin game (N ≥ 3) in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that the game has a Nash equilibrium point for general payoff processes. AMS Classification subjects: 91A15 ; 91A10 ; 91A30 ; 60G40 ; 91A60.
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عنوان ژورنال:
- SIAM J. Control and Optimization
دوره 52 شماره
صفحات -
تاریخ انتشار 2014