Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time

We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping times

Dynkin games with Poisson random intervention times

This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are characterized by the solution of a backward stochastic differential equation. The paper further applies the model to study the optimal conversion and calling strategies of convertible bonds, and their asymptotics when the Poisson intensity goes to infinity

Stopping games: recent results

We survey recent results on the existence of the value in zero-sum stopping games with discrete and continuous time, and on the existence of e-equilibria in non zero-sum games with discrete time.stopping games; stochastic games; value