Equilibrium in Two-Player Nonzero-Sum Dynkin Games in Continuous Time
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guo, Ivan & Rutkowski, Marek, 2016. "Discrete time stochastic multi-player competitive games with affine payoffs," Stochastic Processes and their Applications, Elsevier, vol. 126(1), pages 1-32.
- Nie, Tianyang & Rutkowski, Marek, 2014. "Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection," Stochastic Processes and their Applications, Elsevier, vol. 124(8), pages 2672-2698.
More about this item
Keywordscontinuous time; Dynkin games; stopping games; equilibrium; stochastic analysis; continuous time.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
- NEP-GTH-2012-12-06 (Game Theory)
- NEP-HPE-2012-12-06 (History & Philosophy of Economics)
- NEP-MIC-2012-12-06 (Microeconomics)
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