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.
https://hal-hec.archives-ouvertes.fr/hal-00465029 Contributor : Antoine HaldemannConnect in order to contact the contributor Submitted on : Thursday, March 18, 2010 - 4:26:07 PM Last modification on : Wednesday, October 27, 2021 - 2:55:33 PM
Dinah Rosenberg, Nicolas Vieille, Eilon Solan. Stopping games with randomized strategies. Probability Theory and Related Fields, Springer Verlag, 2001, Vol.119,n°3, pp.433-451. ⟨10.1007/PL00008766⟩. ⟨hal-00465029⟩