arXiv
Open Access
2011
The Multi-player Nonzero-sum Dynkin Game in Continuous Time
Hamadene Said
Hassani Mohammed
Abstrak
In this paper we study the N-player nonzero-sum Dynkin game ($N\geq 3$) 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.
Penulis (2)
H
Hamadene Said
H
Hassani Mohammed
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2011
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- en
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- arXiv
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- Open Access ✓