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Non zero-sum stopping games of symmetric Markov processes
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  • Published: August 1987

Non zero-sum stopping games of symmetric Markov processes

  • Hideo Nagai1 

Probability Theory and Related Fields volume 75, pages 487–497 (1987)Cite this article

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  • 22 Citations

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Summary

A non zero-sum stopping game of a symmetric Markov process is investigated. A system of quasi-variational inequalites (QVI) is introduced in terms of Dirichlet forms and the existence of extremal solutions of the system of QVI is discussed. Nash equilibrium points of the stopping game are obtained from solutions of the system of QVI.

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Authors and Affiliations

  1. Department of Mathematics and Computer sciences, Tokushima University, Minami josanjima 1-1, Tokushima, Japan

    Hideo Nagai

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  1. Hideo Nagai
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Nagai, H. Non zero-sum stopping games of symmetric Markov processes. Probab. Th. Rel. Fields 75, 487–497 (1987). https://doi.org/10.1007/BF00320329

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  • Received: 20 July 1986

  • Issue Date: August 1987

  • DOI: https://doi.org/10.1007/BF00320329

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Keywords

  • Stochastic Process
  • Nash Equilibrium
  • Probability Theory
  • Equilibrium Point
  • Nash
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