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On infinite horizon multi-person stopping games with priorities

Volume 71 / 2006

E. Z. Ferenstein Banach Center Publications 71 (2006), 93-102 MSC: Primary 60G40. DOI: 10.4064/bc71-0-7

Abstract

We study nonzero-sum multi-person multiple stopping games with players' priorities. The existence of Nash equilibrium is proved. Examples of multi stopping of Markov chains are considered. The game may also be presented as a special case of a stochastic game which leads to many variations of it, in which stopping is a part of players' strategies.

Authors

  • E. Z. FerensteinFaculty of Mathematics and Information Science
    Warsaw University of Technology
    Plac Politechniki 1
    00-661 Warszawa
    Poland
    e-mail

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