# Zero-sum stopping games with asymmetric information

arXiv: https://arxiv.org/abs/1412.1412 · HTML: https://mlsanity.com/paper/1412.1412/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Dec 2014.

## Built on by (most cited first, 1 of 1)

- [Analysis of Robocode Robot Adaptive Confrontation Based on Zero-Sum Game](https://mlsanity.com/paper/2207.01211/) (2022)

## Abstract (arXiv)

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that the players have access to stopping times with respect to different filtrations. We show the existence of a value in mixed stopping times and provide a variational characterization for the value as a function of the initial distribution of the Markov chains. We also prove a verification theorem for optimal stopping rules which allows to construct optimal stopping times. Finally we use our results to solve explicitly two generic examples.