[{"oa":1,"file":[{"relation":"main_file","file_id":"2904755","file_size":"443811","date_updated":"2019-09-06T09:18:39Z","creator":"weingarten","content_type":"application/x-download","date_created":"2016-07-21T08:29:26Z","checksum":"e28fd53853020b8b065fb92a889ebb26","access_level":"open_access","file_name":"IMW_working_paper_565.pdf"}],"language":[{"iso":"eng"}],"publication_status":"published","date_created":"2016-07-21T08:33:54Z","year":"2016","publication_identifier":{"issn":["0931-6558"]},"_id":"2904753","page":"23","keyword":["games of singular control","games of optimal stopping","Nash equilibrium","onedimensional diffusion","Hamilton-Jacobi-Bellman equation","verification theorem"],"place":"Bielefeld","department":[{"_id":"10053"}],"author":[{"first_name":"Tiziano","last_name":"de Angelis","full_name":"de Angelis, Tiziano"},{"first_name":"Giorgio","last_name":"Ferrari","id":"32701753","full_name":"Ferrari, Giorgio"}],"citation":{"frontiers":"de Angelis, T., and Ferrari, G. (2016). Stochastic nonzero-sum games: a new connection between singular control and optimal stopping . *Center for Mathematical Economics Working Papers*, 565, Bielefeld: Center for Mathematical Economics.","harvard1":"de Angelis, T., & Ferrari, G., 2016. *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *, Center for Mathematical Economics Working Papers, no.565, Bielefeld: Center for Mathematical Economics.","lncs":" de Angelis, T., Ferrari, G.: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping . Center for Mathematical Economics Working Papers, 565. Center for Mathematical Economics, Bielefeld (2016).","angewandte-chemie":"T. de Angelis, and G. Ferrari, *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *, Center For Mathematical Economics, Bielefeld, **2016**.","default":"de Angelis T, Ferrari G (2016) Center for Mathematical Economics Working Papers; 565.

Bielefeld: Center for Mathematical Economics.","apa_indent":"de Angelis, T., & Ferrari, G. (2016). *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping * (Center for Mathematical Economics Working Papers, 565). Bielefeld: Center for Mathematical Economics.

","apa":"de Angelis, T., & Ferrari, G. (2016). *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping * (Center for Mathematical Economics Working Papers, 565). Bielefeld: Center for Mathematical Economics.","ama":"de Angelis T, Ferrari G. *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *. Center for Mathematical Economics Working Papers. Vol 565. Bielefeld: Center for Mathematical Economics; 2016.","mla":"de Angelis, Tiziano, and Ferrari, Giorgio. *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *. Bielefeld: Center for Mathematical Economics, 2016. Center for Mathematical Economics Working Papers. 565.","ieee":" T. de Angelis and G. Ferrari, *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *, Center for Mathematical Economics Working Papers, vol. 565, Bielefeld: Center for Mathematical Economics, 2016.","chicago":"de Angelis, Tiziano, and Ferrari, Giorgio. 2016. *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *. Vol. 565. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

","bio1":"de Angelis T, Ferrari G (2016)

*Stochastic nonzero-sum games: a new connection between singular control and optimal stopping *. Center for Mathematical Economics Working Papers; 565.

Bielefeld: Center for Mathematical Economics.","dgps":"de Angelis, T. & Ferrari, G. (2016). *Stochastic nonzero-sum games: a new connection between singular control and optimal stopping * (Center for Mathematical Economics Working Papers). Bielefeld: Center for Mathematical Economics.

","wels":"de Angelis, T.; Ferrari, G. (2016): Stochastic nonzero-sum games: a new connection between singular control and optimal stopping . Bielefeld: Center for Mathematical Economics."},"date_updated":"2018-07-24T12:59:21Z","status":"public","intvolume":" 565","urn":"urn:nbn:de:0070-pub-29047538","ddc":["510"],"has_accepted_license":"1","publisher":"Center for Mathematical Economics","series_title":"Center for Mathematical Economics Working Papers","abstract":[{"text":"In this paper we establish a new connection between a class of 2-player nonzerosum\r\ngames of optimal stopping and certain 2-player nonzero-sum games of singular control. We\r\nshow that whenever a Nash equilibrium in the game of stopping is attained by hitting times at\r\ntwo separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of\r\nsingular control. Moreover a differential link between the players' value functions holds across\r\nthe two games.","lang":"eng"}],"volume":565,"type":"working_paper","locked":"1","file_date_updated":"2019-09-06T09:18:39Z","title":"Stochastic nonzero-sum games: a new connection between singular control and optimal stopping "}]