3 problems
- 0 votes0 replies0 views
Sufficient conditions for Nash equilibria in non-zero-sum Dynkin games
Let be the payoff processes of a non-zero-sum Dynkin game, with payoff functions … … Define the regions…
- 0 votes0 replies0 views
Sufficient conditions for Nash equilibria in general zero-sum Dynkin games
Consider a filtered probability space with horizon , adapted right-continuous payoff processes , , and , and stopping times in . Defi…
- 0 votes0 replies0 views
Upper-threshold conjecture for the adjusted likelihood ratio in an asymmetric-information Dynkin game
Upper-threshold conjecture. Following the heuristics above, Player 2 will construct in a way that reflects the process Phi^ at an upper threshold.