{
  "id": "1709.01905",
  "version": "v1",
  "published": "2017-09-06T17:25:23.000Z",
  "updated": "2017-09-06T17:25:23.000Z",
  "title": "Nonzero-sum games of optimal stopping and generalised Nash equilibrium",
  "authors": [
    "Randall Martyr",
    "John Moriarty"
  ],
  "comment": "23 pages",
  "categories": [
    "math.PR",
    "math.OC"
  ],
  "abstract": "In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the Dynkin game this reveals novel equilibria of threshold type and of more complex types, and leads to novel uniqueness and stability results.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-09-06T17:25:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "91A05",
      "91A15",
      "91B52",
      "60G40",
      "60J65"
    ],
    "keywords": [
      "optimal stopping",
      "nonzero-sum games",
      "dynkin game",
      "generalised nash equilibrium problems",
      "novel equilibria"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 23,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}