Construction of Nash equilibrium based on multiple stopping problem in multi-person game

Author:

Krasnosielska-Kobos Anna

Funder

The European Union from resources of the European Social Fund. Project PO KL “Information technologies: Research and their interdisciplinary applications”

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Reference22 articles.

1. Chow YS, Robbins H, Siegmund D (1971) Great expectations: the theory of optimal stopping. Houghton Mifflin Company, Boston

2. Dixon MT (1993) Equilibrium points for three games based on the Poisson process. J Appl Probab 30:627–638

3. Ekström E, Peskir G (2008) Optimal stopping games for Markov processes. SIAM J Control Optim 47:684–702

4. Elfving G (1967) A persistency problem connected with a point process. J Appl Probab 4:77–89

5. Ferenstein E, Krasnosielska A (2009) Nash equilibrium in a game version of Elfving problem. In: Pierre B, Gaitsgory V, Pourtallier O (eds) Advances in dynamic games and their applications. Analytical and numerical developments. Birkhäuser, Boston, pp 399–414

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