A Game Variant of the Stopping Problem on Jump Processes with a Monotone Rule

Nakagami, Jun-ichi; Kurano, Masami; Yasuda, Masami

doi:10.1007/978-1-4612-1336-9_13

Cited by 2 publications

(1 citation statement)

References 8 publications

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“…Sakaguchi [30] and Kadane [12] have solved a multilateral sequential decision problem in which decisions whether to stop are made by the players alternately, instead of simultaneous decision under a monotone rule. The recent paper on the voting stopping problem are [20].…”

Section: Introductionmentioning

confidence: 99%

On the Masami Yasuda stopping game

Szajowski¹

2013

Preprint

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The sero-sum stopping game for the stochastic sequences has been formulated in late sixties of the twenty century by Dynkin [5]. The formulation had the assumption about separability of decision moment of the players which simplified the construction of the solution. Further research by Neveu [22] extended the model by admitting more general behaviour of the players and their pay-offs. In new formulation there is the problem with existence of the equilibrium. The proper approach to solution of the problem without restriction of former models was developed by Yasuda [44]. The results was crucial in these research. The author made often reference to the Yasuda's [44] result in his works (see [36,37,38]) as well as see results of others stimulated by this paper. Withal, in this note another stopping game model, developed by Yasuda with coauthors (see e.g. [14] and [40]) is recalled. The application of the model to an analysis of system of detectors shows the power of the game theory methods.In the last part of the paper I would like to express my personal relation to the Masami Yasuda game.

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Section: Introductionmentioning

confidence: 99%