Keyword: stopping problem

Found 3 papers in total
Construction of Nash Equilibrium in a Game Version of Elfving’s Multiple Stopping Problem
Construction of Nash Equilibrium in a Game Version of Elfving’s Multiple Stopping Problem
2013,
Multi‐person stopping games with players’ priorities are considered....
A stopping rule using the quasi‐independent sequence
A stopping rule using the quasi‐independent sequence
2012,
This paper discusses the implementation of a quasi‐independent (QI) stopping...
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
Wiener Disorder Problem with Observations at Fixed Discrete Time Epochs
2010,
Suppose that a Wiener process gains a known drift rate at some unobservable disorder...
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