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Author(s)

Eran Shmaya

Eilon Solan

We prove that every two-player nonzero sum stopping game in discrete time admits an ?-equilibrium in randomized strategies for every ?>0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of ?-equilibria in a simple class of stochastic games with finite state space.
Date Published: 2004
Citations: Shmaya, Eran, Eilon Solan. 2004. Two Player Non Zero-sum Stopping Games in Discrete Time. Annals of Probability. (3B)2733-2764.