On infinite horizon multi-person stopping games with priorities

• Autorzy: E. Z. Ferenstein
• Języki publikacji: EN

Abstrakty

EN

We study nonzero-sum multi-person multiple stopping games with players' priorities. The existence of Nash equilibrium is proved. Examples of multi stopping of Markov chains are considered. The game may also be presented as a special case of a stochastic game which leads to many variations of it, in which stopping is a part of players' strategies.

Kategorie tematyczne

• 60G40: Stopping times; optimal stopping problems; gambling theory

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2006
• Tom: 71
• Numer: 1
• Strony: 93-102

Daty

wydano

2006

Twórcy

autor

E. Z. Ferenstein

• Faculty of Mathematics and Information Science, Warsaw University of Technology, Plac Politechniki 1, 00-661 Warszawa, Poland

Identyfikatory

DOI

10.4064/bc71-0-7