SIAM Journal on Control and Optimization, Volume 59, Issue 2, Page 1443-1465, January 2021.
In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalized Nash equilibrium problems. In the Dynkin game this reveals novel equilibria with complex structures which have not been previously studied. The reward functions need not be differentiable and we also obtain novel results on the existence and uniqueness of threshold-type equilibria and on their stability under perturbations to the thresholds.

中文翻译：

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最优停止与广义Nash均衡问题的非零和博弈

SIAM控制与优化杂志，第59卷，第2期，第1443-1465页，2021
年1月。在非零和设置中，我们在最优停止博弈（Dynkin博弈）中的纳什均衡与广义纳什均衡问题之间建立了联系。在Dynkin游戏中，这揭示了具有以前未研究过的复杂结构的新型平衡。奖励函数不必是可微的，我们还获得了关于阈值类型均衡的存在性和唯一性以及它们在扰动阈值下的稳定性的新颖结果。