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Randomized equilibria in Markovian games of stopping

Boy Schultz (Christian-Albrechts-Universität zu Kiel)
Thursday 2 May 2024 13:15–14:00 Aud. D3 (1531-215)
Stochastics Seminar

We give an introduction into the fundamentals of game theory and games of optimal stopping. We define randomzied Markovian times and give a motivation why these constitute a natural choice of strategies in order to find meaningful equilibria in war of attrition-type Dynkin games. Based on that example, we propose a general scheme to implement existence results for randomized Markovian equilibria in Markovian games of stopping.

Organised by: Stochastics Group
Contact: Claudia Strauch Revised: 18.04.2024