CRM: Centro De Giorgi
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Advances in Mathematical Finance and Optimal Transport

Absorption Paths and Equilibria in Quitting Games (common work with Galit Ashkenazi-Golan, Eilon Solan, and Ilia Krasikov)

speaker: Catherine Rainer (Brest University)

abstract: Quitting games are discrete time games where, at each time step, the players choose independently between stopping the game or continue. If at least one player decides to stop, the game is over and everybody obtain a reward which depends on whom were the stoppers. While the discounted case is well understood, the question about the existence of an equilibria for undiscounted games is open since a very long time. Our contribution consist to embed the game in a continuous time setting. This permits to use tools from functional analysis to study the game and develop an algorithm to search for equilibria.

Wed 29 Jun, 14:30 - 15:15, Aula Dini
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