Randomized Stopping Times in Dynkin Games

DOI10.1002/1521-4001(200211)82:11/12%3C811::AID-ZAMM811%3E3.0.CO;2-PMaRDI QIDQ4795221zbMATH OpenOpenAlexFDO

Authors

Publication date 23 February 2003

Full work available at URL https://doi.org/10.1002/1521-4001(200211)82:11/12%3C811::aid-zamm811%3E3.0.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) Optimal stopping in statistics (62L15) Stochastic games, stochastic differential games (91A15)

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Cited in

(17)

• Non-linear Dynkin games over split stopping times
• Cooperative Strategies in Stopping Games
• \(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time
• Dynkin games with Poisson random intervention times
• The multi-player nonzero-sum Dynkin game in discrete time
• On some kind of Dynkin's stopping game
• Two-player nonzero-sum stopping games in discrete time.
• A large population, game theoretic model of job-search with discounting
• Randomized stopping games and Markov market games
• Selection of a correlated equilibrium in Markov stopping games
• Dynkin's games and Israeli options
• 1½-Player Stochastic StopWatch Games
• A game version of the Cowan-Zabczyk-Bruss' problem
• scientific article; zbMATH DE number 2202826 (Why is no real title available?)
• Randomized strategies and prospect theory in a dynamic context
• Randomized stopping times and coherent multiperiod risk measures
• Stopping times in the game Rock-Paper-Scissors

Describes a project that uses

Uses Software

• ODEPACK

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