OPTIMAL STOPPING IN A STOCHASTIC GAME

被引：5
作者：
Kaynar, Bahar [1 ]
机构：
[1] Vrije Univ Amsterdam, Dept Econometr & Operat Res, Amsterdam, Netherlands
来源：
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 2009年 / 23卷 / 01期
关键词：
Stochastic systems;
D O I：
10.1017/S0269964809000059
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this article we consider a stochastic game in which each player draws one or two random numbers between 0 and 1. Players can decide to stop after the first draw or to continue for a second draw. The decision is made without knowing the other players' numbers or whether the other players continue for a second draw. The object of the game is to have the highest total score without going over I. In the article, we will characterize the optimal stopping rule for each player.
引用
收藏
页码：51 / 60
页数：10
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