Stopping games: recent results
We survey recent results on the existence of the value in zero-sum stopping games with discrete and continuous time, and on the existence of e-equilibria in non zero-sum games with discrete time.
|Date of creation:||13 May 2001|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.hec.fr/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fine, Charles H. & Li, Lode, 1989. "Equilibrium exit in stochastically declining industries," Games and Economic Behavior, Elsevier, vol. 1(1), pages 40-59, March.
- Eran Shmaya & Eilon Solan & Nicolas Vieille, 2001.
"An Application of Ramsey Theorem to Stopping Games,"
1323, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Shmaya, Eran & Solan, Eilon & Vieille, Nicolas, 2003. "An application of Ramsey theorem to stopping games," Games and Economic Behavior, Elsevier, vol. 42(2), pages 300-306, February.
- VIEILLE, Nicolas & SHMAYA, Eran & SOLAN, Eilon, 2001. "An Application of Ramsey Theorem to stopping Games," Les Cahiers de Recherche 746, HEC Paris.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 1999. "Stopping Games with Randomized Strategies," Discussion Papers 1258, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Eilon Solan & Nicolas Vieille, 1998. "Quitting Games," Discussion Papers 1227, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
When requesting a correction, please mention this item's handle: RePEc:ebg:heccah:0744. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sandra Dupouy)
If references are entirely missing, you can add them using this form.