Bayraktar, Erhan; Zhou, Zhou - arXiv.org - 2014
On a filtered probability space $(\Omega,\mathcal{F},P,\mathbb{F}=(\mathcal{F}_t)_{0\leq t\leq T})$, we consider stopper-stopper games $\bar C:=\inf_{\Rho}\sup_{\tau\in\T}\E[U(\Rho(\tau),\tau)]$ and $\underline C:=\sup_{\Tau}\inf_{\rho\in\T}\E[U(\Rho(\tau),\tau)]$ in continuous time, where...