Articles

Stopping Games With Randomized Strategies

D. ROSENBERG, E. Solan, N. VIEILLE

Probability Theory and Related Fields

2001, vol. 119, n°3, pp.433-451

Departments: Economics & Decision Sciences, GREGHEC (CNRS)


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 contrast 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 e-optimal strategies.


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