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Stochastics Seminar - Zhou Zhou
Start Date: 4/27/2017Start Time: 1:00 PM
End Date: 4/27/2017End Time: 2:00 PM
Event Description:
Zhou Zhou, Institute for Mathematics and its Applications, University of Minnesota

Stopping games

We consider a stopping game in which the game ends after all the players' stopping. Instead of being the usual stopping times, the stopping strategies used by the players can be adjusted according to other players' behaviors. We first consider the zero-sum games both in discrete and continuous time. We convert the original game into a Dynkin game, and show that the value of the original game exists in some sense and is equal to the value of the Dynkin game. Then we consider the non-zero-sum case. We show that under some assumptions there always exists an epsilon Nash equilibrium.
Location Information:
Main Campus - Engineering Classroom Wing  (View Map)
1111 Engineering DR
Boulder, CO
Room: 257: Newton Lab
Contact Information:
Name: Ian Cunningham
Phone: 303-492-4668

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