Time-Randomized Stopping Problems for a Family of Utility Functions
نویسندگان
چکیده
منابع مشابه
Randomized stopping games and Markov market games
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...
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عنوان ژورنال:
- SIAM J. Control and Optimization
دوره 53 شماره
صفحات -
تاریخ انتشار 2015