Stokastisk analys och tillämpningar: Playing stopping games against a ghost

  • Datum: –10.00
  • Plats: Ångströmlaboratoriet 64119
  • Föreläsare: Erik Ekström
  • Arrangör: Erik Ekström
  • Kontaktperson: 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.