Browsing by Author "24069f67-7c6d-40b9-9b42-fc77863e937c"
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Nutz, Marcel; San Martín, Jaime; Tan, Xiaowei (Inst Mathematical Statistics, 2020)We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of n-player equilibria converges to it as n -> infinity. However, both the ...