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The Multi-player Nonzero-sum Dynkin Game in Continuous Time
Published 29 Sep 2011 in cs.GT and math.PR | (1110.5889v1)
Abstract: 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.
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