Stopping Games with Randomized Strategies
We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct e-optimal strategies.
|Date of creation:||May 1999|
|Contact details of provider:|| Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014|
Web page: http://www.kellogg.northwestern.edu/research/math/
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- Mertens, Jean-Francois, 2002.
Handbook of Game Theory with Economic Applications,in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832
- MERTENS, Jean-François, "undated". "Stochastic games," CORE Discussion Papers RP 1587, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mertens, J.-F. & Neyman, A., "undated". "Stochastic games," CORE Discussion Papers RP 454, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Yasuda, M., 1985. "On a randomized strategy in Neveu's stopping problem," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 159-166, December. Full references (including those not matched with items on IDEAS)
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