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
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.