DOUBLE STOPPING BY 2 DECISION-MAKERS

被引：10

作者：

SZAJOWSKI, K ^{[1
]}

机构：

[1] WROCLAW TECH UNIV, INST MATH, PL-50370 WROCLAW, POLAND

来源：

ADVANCES IN APPLIED PROBABILITY | 1993年 / 25卷 / 02期

关键词：

OPTIMAL STOPPING; GAME VARIANT; MARKOV PROCESS; SECRETARY PROBLEM; ZERO-SUM 2-PERSON GAME; PRIORITY OF THE PLAYERS;

D O I：

10.2307/1427661

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A problem of optimal stopping of the discrete-time Markov process by two decision-makers (Player 1 and Player 2) in a competitive situation is considered. The zero-sum game structure is adopted. The gain function depends on states chosen by both decision-makers. When both players want to accept the realization of the Markov process at the same moment, the priority is given to Player 1. The construction of the value function and the optimal strategies for the players are given. The Markov chain case is considered in detail. An example related to the generalized secretary problem is solved.

引用

页码：438 / 452

页数：15

共 31 条

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