2018-05-26T00:14:08Zhttp://data.tse-fr.eu/oai2oai:tse-fr.eu:321752017-11-06T13:54:11Ztse:group:madtse:publicationut1Zero-sum stopping games with asymmetric informationtextinfo:eu-repo/semantics/articlerefereedJournalArticleforthcomingGensbittelFabienautAuthorAuteurGrĂ¼nChristineautAuthorAuteur2018engEnglishanglaisborn digitalMathematics of Operations ResearchtextrefereedJournalhttp://tse-fr.eu/pub/1742http://tse-fr.eu/pub/32175We 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.http://tse-fr.eu/pub/32175Toulouse School of Economicsmachine generated from our SQL databaseengEnglishanglais