Author(s)
Dinah Rosenberg
Eilon Solan
Nicolas Vieille
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 epsilon-optimal strategies.
Date Published:
2001
Citations:
Rosenberg, Dinah, Eilon Solan, Nicolas Vieille. 2001. Stopping Games with Randomized Strategies. Probability Theory and Related Fields. (3)433-451.