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Journal Articles Probability Theory and Related Fields Year : 2001

Stopping games with randomized strategies

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Eilon Solan
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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.

Dates and versions

hal-00465029 , version 1 (18-03-2010)

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Dinah Rosenberg, Nicolas Vieille, Eilon Solan. Stopping games with randomized strategies. Probability Theory and Related Fields, 2001, Vol.119,n°3, pp.433-451. ⟨10.1007/PL00008766⟩. ⟨hal-00465029⟩
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