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Optimal stopping problems by two or more decision makers: a survey

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Abstract

A review of the optimal stopping problem with more than a single decision maker (DM) is presented in this paper. We classify the existing literature according to the arrival of the offers, the utility of the DMs, the length of the sequence of offers, the nature of the game and the number of offers to be selected. We enumerate various definitions for this problem and describe some dynamic approaches.

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Correspondence to Fouad Ben Abdelaziz.

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Fouad Ben Abdelaziz is on leave from the Institut Superieur de Gestion, University of Tunis, Tunisia e-mail: foued.benabdelaz@isg.run.tn.

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Abdelaziz, F.B., Krichen, S. Optimal stopping problems by two or more decision makers: a survey. CMS 4, 89–111 (2007). https://doi.org/10.1007/s10287-006-0029-5

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