Randomized Stopping Times in Dynkin Games

DOI<link itemprop=identifier href="https://doi.org/10.1002/1521-4001(200211)82:11/12<811::AID-ZAMM811>3.0.CO;2-P" /><811::AID-ZAMM811>3.0.CO;2-P 10.1002/1521-4001(200211)82:11/12<811::AID-ZAMM811>3.0.CO;2-PzbMath1011.60019OpenAlexW2065396806MaRDI QIDQ4795221

No author found.

Publication date: 23 February 2003

Full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12<811::aid-zamm811>3.0.co;2-p

zbMATH Keywords

Markov processsecretary problemrandom priorityrandomized stopping timestopping problemnon-zero sum gamegame variant

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Optimal stopping in statistics (62L15)

Related Items (9)

Two-player nonzero-sum stopping games in discrete time. ⋮ Selection of a correlated equilibrium in Markov stopping games ⋮ Dynkin's games and Israeli options ⋮ The multi-player nonzero-sum Dynkin game in discrete time ⋮ Randomized stopping games and Markov market games ⋮ A game version of the Cowan-Zabczyk-Bruss' problem ⋮ Randomized stopping times and coherent multiperiod risk measures ⋮ Cooperative Strategies in Stopping Games ⋮ A LARGE POPULATION, GAME THEORETIC MODEL OF JOB-SEARCH WITH DISCOUNTING

Uses Software

• ODEPACK

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