Nash Equilibrium in a Game Version of the Elfving Problem

被引：2
|
作者：
Ferenstein, Elzbieta Z. [1 ]
Krasnosielska, Anna [1 ]
机构：
[1] Warsaw Univ Technol, Fac Math & Informat Sci, PL-00661 Warsaw, Poland
来源：
ADVANCES IN DYNAMIC GAMES AND THEIR APPLICATIONS: ANALYTICAL AND NUMERICAL DEVELOPMENTS | 2009年 / 10卷
关键词：
Stopping game; Nash equilibrium; Elfving problem; Poisson process;
D O I：
10.1007/978-0-8176-4834-3_20
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Multi-person stopping games with a finite and infinite horizon, players' priorities, and observed rewards at jump times of a Poisson process are considered. The existence of a Nash equilibrium is proved and its explicit form is obtained for special classes of reward sequences. Our game is a generalization of the Elfving stopping time problem to the case of many players and modification of multi-person stopping games with priorities.
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页码：399 / 414
页数：16
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