# Stochastic nonzero-sum games: a new connection between singular control and optimal stopping

arXiv: https://arxiv.org/abs/1601.05709 · HTML: https://mlsanity.com/paper/1601.05709/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 21 Jan 2016.

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

- [Exploratory Optimal Stopping: A Singular Control Formulation](https://mlsanity.com/paper/2408.09335/) (2024)

## Abstract (arXiv)

In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain 2-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games.