Year: 2011
Type: preprint
Abstract: In this paper we study the N-player nonzero-sum Dynkin game ($N\geq 3$) 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.
Source: arXiv (Cornell University)
Authors: Said, Hamadene, Mohammed, Hassani
Institutions: Le Mans Université, Cadi Ayyad University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2048609219