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math.PR2004★ 54 cited
Two-player nonZero-sum stopping games in discrete time
Eran Shmaya, Eilon Solan
We prove that every two-player nonzero-sum stopping game in discrete time admits an ε-equilibrium in randomized strategies for every ε>0. We use a stochastic variation of Ramsey's…
math.PR2003
Perturbed Markov Chains
Eilon Solan, Nicolas Vieille
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistic…