A competitive optimal stopping game

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2 Scopus citations


This paper explores a multi-player game of optimal stopping over a finite time horizon. A player wins by retaining a higher value than her competitors do, from a series of independent draws. In our game, a cutoff strategy is optimal, we derive its form, and we show that there is a unique Bayesian Nash Equilibrium in symmetric cutoff strategies. We establish results concerning the cutoff value in its limit and expose techniques, in particular, use of the Budan-Fourier Theorem, that may be useful in other similar problems.

Original languageEnglish (US)
Article number2016-0128
JournalB.E. Journal of Theoretical Economics
Issue number1
StatePublished - Jan 2018
Externally publishedYes


  • Algebraic geometry
  • Game theory
  • Optimal stopping
  • Polynomial sequences
  • Search
  • Secretary problem

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)


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