Stochastic Analysis and Applications: Playing stopping games against a ghost

  • Date: –10:00
  • Location: Ångströmlaboratoriet, Lägerhyddsvägen 1 64119
  • Lecturer: Erik Ekström
  • Organiser: Erik Ekström
  • Contact person: Erik Ekström
  • Seminarium

Abstract: We study a class of optimal stopping games (Dynkin games) with uncertainty about the existence of competitors. We show that there exists a Nash equilibrium in randomized stopping times which is described explicitly in terms of the corresponding one-player game.

This is joint work with Tiziano De Angelis.