de Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John: Nash equilibria of threshold type for two-player nonzero-sum games of stopping. In: . Jg.563. 2016, S. 24 ff.

Inhalt

Introduction

Background
Main results

Setting

The underlying diffusion
The nonzero-sum Dynkin game

Construction of Nash equilibria

The case of natural boundaries
The case of an entrance boundary
The case of an exit boundary

Appendix

Convexity of
Some remarks on state dependent discounting
Two Useful Optimal Stopping Problems

A First Optimal Stopping Problem

A Second Optimal Stopping Problem

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