Continuous Time Stopping Games with Monotone Reward Structures

Continuous Time Stopping Games with Monotone Reward Structures
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具有单调奖励结构的连续时间停止游戏

DOI:
10.1287/moor.15.3.496
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发表时间:
2017
期刊:
Math. Oper. Res.
影响因子:
--
通讯作者:
Lode Li
Lode Li
中科院分区:
--
文献类型:
--
作者:
Chi;Lode Li

文献摘要

被引文献

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证明了一类连续时间停止对策在满足一定单调性条件时纳什均衡的存在性。
We prove the existence of a Nash equilibrium for a class of continuous time stopping games when certain monotonicity conditions are satisfied.