Double stopping by two decision-makers
Double stopping by two decision-makers
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两位决策者双重驻足
DOI：
10.2307/1427661
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发表时间：
1993
影响因子：
1.2
通讯作者：
K. Szajowski
中科院分区：
文献类型：
--
作者：
K. Szajowski
研究了竞争情形下两个决策者(局中人1和局中人2)的离散时间马尔可夫过程的最优停止问题。采用零和博弈结构。增益函数取决于两个决策者所选择的状态。当博弈双方希望同时接受马尔可夫过程的实现时，优先考虑博弈1，给出了价值函数的构造和博弈双方的最优策略。对马尔可夫链的情形进行了详细的分析。给出了一个与广义秘书问题有关的算例。
A problem of optimal stopping of the discrete-time Markov process by two decision-makers (Player 1 and Player 2) in a competitive situation is considered. The zero-sum game structure is adopted. The gain function depends on states chosen by both decision-makers. When both players want to accept the realization of the Markov process at the same moment, the priority is given to Player 1. The construction of the value function and the optimal strategies for the players are given. The Markov chain case is considered in detail. An example related to the generalized secretary problem is solved.