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.

引用

页码：399 / 414

页数：16

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