Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time

Published 28 Sep 2010 in math.PR | (1009.5627v1)

Abstract: We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping times.

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