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1 results

  • On a discrete-time non-zero-sum Dynkin problem with monotonicity

  • Yoshio Ohtsubo
  • Journal:
    Journal of Applied Probability / Volume 28 / Issue 2 / June 1991
    Published online by Cambridge University Press:
    14 July 2016, pp. 466-472
    Print publication:
    June 1991

  • We consider a monotone case of the non-zero-sum stopping game with discrete time parameter which is called the Dynkin problem. Marner (1987) has investigated a stopping game with general monotone reward structures, but his monotonicity is too strong to apply our problem. We establish that there exists an explicit equilibrium point in our monotone case. We also give a simple example applicable to a duopolistic exit game.