{
  "id": "math/0306279",
  "version": "v1",
  "published": "2003-06-19T05:38:56.000Z",
  "updated": "2003-06-19T05:38:56.000Z",
  "title": "Stopping games in continuous time",
  "authors": [
    "Rida Laraki",
    "Eilon Solan"
  ],
  "comment": "21 pages",
  "categories": [
    "math.OC",
    "math.PR"
  ],
  "abstract": "We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do not assume any conditions on the relations between the payoff processes. We also show that both players have simple epsilon- optimal randomized stopping times; namely, randomized stopping times which are small perturbations of non-randomized stopping times.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2003-06-19T05:38:56.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "continuous time",
      "study two-player zero-sum stopping games",
      "payoff processes",
      "infinite horizon",
      "small perturbations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 21,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2003math......6279L"
    }
  }
}