Multi-Variate Stopping Problems With a Monotone Rule

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

doi:10.15807/jorsj.25.334

Cited by 23 publications

(20 citation statements)

References 7 publications

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“…Since By taking the derivative of both sides of (13.22) with respect to T , we have the following differential equation: which are the threshold of the control-limit strategy and the expected reward for the infinite horizon problem (refer to Table 3.1 of [10] for the discrete time case) .…”

Section: V(t − S) G(ds)mentioning

confidence: 99%

“…As one abstraction of such a situation, we shall try to propose a multivalued stopping game by introducing a monotone logical function to sum up each individual's opinion. The discrete-time case has already been discussed [4], [10]. Here we consider the continuous-time case, which is formulated as a multiobjective extension of Karlin's model [3] and a rule's extension of Sakaguchi's model [7].…”

Section: Introductionmentioning

confidence: 99%

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

Nakagami

Kurano

Yasuda

2000

Advances in Dynamic Games and Applications

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Section: V(t − S) G(ds)mentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

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

Nakagami

Kurano

Yasuda

2000

Advances in Dynamic Games and Applications

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“…A group decision has to be taken by defining a stopping rule. Several stopping rules were proposed in Szajowski and Yasuda (1997), Kurano et al (1980), and Yasuda et al (1982), namely, each DM can stop the selection process, or if r or more DMs decide to stop, the process is then stopped. Sakaguchi and Mazalov (2004) avoided conflicting situations by the use of a probability p that generates an overall decision for both DMs.…”

Section: Introductionmentioning

confidence: 99%

An Optimal Stopping Problem with Two Decision Makers

Krichen

Abdelaziz

2007

Sequential Analysis

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We investigate in this paper an optimal stopping problem where two decision makers are involved in the selection of a single offer. Suppose that n offers are examined one at a time by both decision makers. At each stage, a decision must be taken: accept the current offer and stop the selection process, or discard it and examine the next offer. We assume that no recall of previously examined offers is allowed. A conflict arises when one decision maker decides to accept a currently inspected offer and the second decides to discard it. In such conflicting situations, a decision should be taken by defining a stopping rule for the group. We propose to stop the process if either decision maker accepts an offer. We develop the dynamic programming approach for this problem and state the optimal strategy for a fixed utility. Then, we propose an experimental investigation of the problem.

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“…There are many versions of games connected with these problems. For example, one can mention the papers of Enns & Ferenstein in [I], (21,Presman & Sonin [131,Majumdar [lo], [Ill,Nikolaev [121,Sakaguchi [18],[19], [20], Fushimi [51 and Kurano,Yasuda & Nakagami [9], 1211. [20], [14].…”

Section: Introductionmentioning

confidence: 99%

“…Sakaguchi [I91 considered the case of the bilateral game where observed values of bilateral random variables are accepted only when both players agree to accept. Kurano, Yasuda & Nakagami [ 9 ] ,[21] and Sakaguchi[20] admit that at any step each player makes a decision whether to select or to reject the variables and observations are terminated when at least r players accept the variable.The present paper generalizes the results of the papers [I],…”

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confidence: 99%