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

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.

Cited by in corpus (1)

• Unilaterally Competitive Multi-Player Stopping Games