Browsing by Author "701ce193-3d2a-4784-a21f-cb76ffe2596d"
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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 ...