The Multi-player Nonzero-sum Dynkin Game in Continuous Time

Abstract

In this paper we study the N-player nonzero-sum Dynkin game ($N\ge 3$) 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.

Cited by in corpus (2)

• Unilaterally Competitive Multi-Player Stopping Games
• On Dynkin Games with Unordered Payoff Processes