Nonzero-Sum Games Of Optimal Stopping And Generalized Nash Equilibrium Problems

In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalized Nash equilibrium problems. In the Dynkin game this reveals novel equilibria with complex structures which have not been previously studied. The reward functions need not be differentiable and we also obtain novel results on the existence and uniqueness of threshold-type equilibria and on their stability under perturbations to the thresholds.