Abstract.
We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In constrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct ε-optimal strategies.
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Received: 10 May 1999 / Revised version: 18 May 2000 / Published online: 15 February 2001
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Rosenberg, D., Solan, E. & Vieille, N. Stopping games with randomized strategies. Probab Theory Relat Fields 119, 433–451 (2001). https://doi.org/10.1007/PL00008766
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DOI: https://doi.org/10.1007/PL00008766