Stopping games with randomized strategies

Dinah Rosenberg; Eilon Solan; Nicolas Vieille

doi:10.1007/PL00008766

Stopping games with randomized strategies

Dinah Rosenberg^*
, Eilon Solan
, Nicolas Vieille

^*Corresponding author for this work

Université Paris 13
Northwestern University
HEC School of Management

Research output: Contribution to journal › Article › peer-review

43 Scopus citations

Abstract

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In constrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct ε-optimal strategies.

Original language	English
Pages (from-to)	433-451
Number of pages	19
Journal	Probability Theory and Related Fields
Volume	119
Issue number	3
DOIs	https://doi.org/10.1007/PL00008766
State	Published - Mar 2001
Externally published	Yes

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Stopping games with randomized strategies

Abstract

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