Randomized stopping games and Markov market games
نویسنده
چکیده
We study nonzero-sum stopping games with randomized stopping strategies. The existence of Nash equilibrium and ε-equilibrium strategies are discussed under various assumptions on players random payoffs and utility functions dependent on the observed discrete time Markov process. Then we will present a model of a market game in which randomized stopping times are involved. The model is a mixture of a stochastic game and stopping game.
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عنوان ژورنال:
- Math. Meth. of OR
دوره 66 شماره
صفحات -
تاریخ انتشار 2007