Abstract
Previous article Next article The Optimal Stopping Rule for a Two-Person Markov Chain with Opposing InterestsE. B. FridE. B. Fridhttps://doi.org/10.1137/1114091PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] E. B. Dynkin, A game-theoretic version of an optimal stopping problem, Dokl. Akad. Nauk SSSR, 185 (1969), 16–19, (In Russian.) MR0241121 Google Scholar[2] William Feller, An introduction to probability theory and its applications. Vol. I, John Wiley and Sons, Inc., New York, 1957xv+461, 2nd ed. MR0088081 0077.12201 Google Scholar[3] S. M. Gusein-Zade, On a game connected with a Wiener process, Theory Prob. Applications, 14 (1969), 701–704 10.1137/1114088 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Nonzero-Sum Games of Optimal Stopping for Markov Processes7 November 2016 | Applied Mathematics & Optimization, Vol. 77, No. 3 Cross Ref Dynkin's Games and Israeli OptionsISRN Probability and Statistics, Vol. 2013 Cross Ref Optimal Stopping Games and Nash EquilibriumG. Peskir26 August 2009 | Theory of Probability & Its Applications, Vol. 53, No. 3AbstractPDF (247 KB)Optimal Stopping Games for Markov ProcessesErik Ekström and Goran Peskir15 February 2008 | SIAM Journal on Control and Optimization, Vol. 47, No. 2AbstractPDF (231 KB)Randomized Optimal Stopping Times for a Class of Stopping GamesV. K. Domansky25 July 2006 | Theory of Probability & Its Applications, Vol. 46, No. 4AbstractPDF (139 KB)Optimal Switching Problem for Markov Chains Cross Ref Nonzero-Sum Stochastic Games Cross Ref Construction of the Cost and Optimal Policies in a Game Problem of Stopping a Markov ProcessN. V. Elbakidze17 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 1AbstractPDF (482 KB)References Cross Ref On a Game Connected with the Wiener ProcessS. M. Gusein-Zade17 February 2012 | Theory of Probability & Its Applications, Vol. 14, No. 4AbstractPDF (506 KB) Volume 14, Issue 4| 1969Theory of Probability & Its Applications History Submitted:24 June 1968Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1114091Article page range:pp. 713-716ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
