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Stopping games with randomized strategies
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  • Published: March 2001

Stopping games with randomized strategies

  • Dinah Rosenberg1,
  • Eilon Solan2 &
  • Nicolas Vieille3 

Probability Theory and Related Fields volume 119, pages 433–451 (2001)Cite this article

  • 183 Accesses

  • 49 Citations

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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.

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Authors and Affiliations

  1. Laboratoire d'Analyse, Géométrie et Applications, Institut Galilée, Université Paris Nord, avenue Jean-Baptiste Clément, 93430 Villetaneuse, France. e-mail: dinah@math.univ-paris13.fr, , , , , , FR

    Dinah Rosenberg

  2. MEDS Department, Kellogg Graduate School of Management, Northwestern University, 2001 Sheridan Rd., Evanston, IL 60208, USA, and School of Mathematical Sciences, Tel Aviv University, Israel. e-mail: eilons@post.tau.ac.il, , , , , , US

    Eilon Solan

  3. HEC, Département Economie et Finance, and Laboratoire d'Econométrie de l'Ecole Polytechnique, 1 rue Descartes, 75005 Paris, France. e-mail: vieille@poly.polytechnique.fr, , , , , , FR

    Nicolas Vieille

Authors
  1. Dinah Rosenberg
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  2. Eilon Solan
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  3. Nicolas Vieille
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Additional information

Received: 10 May 1999 / Revised version: 18 May 2000 / Published online: 15 February 2001

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Rosenberg, D., Solan, E. & Vieille, N. Stopping games with randomized strategies. Probab Theory Relat Fields 119, 433–451 (2001). https://doi.org/10.1007/PL00008766

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  • Issue Date: March 2001

  • DOI: https://doi.org/10.1007/PL00008766

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  • Mathematics Subject Classification (2000): 60G40, 91A15
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