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• W2289293732 abstract "In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games." @default.
• W2289293732 created "2016-06-24" @default.
• W2289293732 creator A5020814759 @default.
• W2289293732 creator A5034226337 @default.
• W2289293732 date "2016-01-21" @default.
• W2289293732 modified "2023-09-27" @default.
• W2289293732 title "Stochastic nonzero-sum games: a new connection between singular control and optimal stopping" @default.
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• W2289293732 hasPublicationYear "2016" @default.
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