SIAM Journal on Control and Optimization, Vol.52, No.2, 821-835, 2014
THE MULTIPLAYER NONZERO-SUM DYNKIN GAME IN CONTINUOUS TIME
In this paper we study the N-player nonzero-sum Dynkin game (N >= 3) in continuous time, which is a noncooperative game where the strategies of the players are stopping times or pure strategies. We show that the game has a Nash equilibrium point for general payoff processes.