A Game Variant of the Stopping Problem on Jump Processes with a Monotone Rule
A continuous-time version of the multivariate stopping problem is considered. Associated with vector-valued jump stochastic processes, stopping problems with a monotone logical rule are defined under the notion of the Nash equilibrium point. The existence of an equilibrium strategy and its characterization by integral equations are obtained. Illustrative examples are provided.
KeywordsEquilibrium Strategy Jump Process Noncooperative Game Borel Measurable Function Unanimity Rule
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