Stopping games in continuous time

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dc.creatorLaraki, Rida
dc.creatorSolan, Eilon
dc.date2003-06-19
dc.date.accessioned2026-07-07T04:59:03Z
dc.date.available2026-07-07T04:59:03Z
dc.descriptionWe study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do not assume any conditions on the relations between the payoff processes. We also show that both players have simple epsilon- optimal randomized stopping times; namely, randomized stopping times which are small perturbations of non-randomized stopping times.
dc.description21 pages
dc.identifierhttps://arxiv.org/abs/math/0306279
dc.identifierhttp://arxiv.org/abs/math/0306279
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/67826
dc.subjectOptimization and Control
dc.subjectProbability
dc.titleStopping games in continuous time
dc.typetext

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