- Tytuł:
- On nonzero-sum stopping game related to discrete risk processes
- Autorzy:
-
Bobecka, K.
Ferenstein, E. - Powiązania:
- https://bibliotekanauki.pl/articles/205836.pdf
- Data publikacji:
- 2001
- Wydawca:
- Polska Akademia Nauk. Instytut Badań Systemowych PAN
- Tematy:
-
gra stopująca
proces ryzyka
równowaga Nasha
Nash equilibrium
risk process
stopping game - Opis:
- We consider two-person nonzero-sum stopping game. The players (insurers) observe discrete time risk processes until one of them decides to stop his process. Strategies of the players are stopping times. The aim of each player is to maximize his expected gain. We find Nash equilibrium point for this game under certain assumptions on reward sequences.
- Źródło:
-
Control and Cybernetics; 2001, 30, 3; 339-354
0324-8569 - Pojawia się w:
- Control and Cybernetics
- Dostawca treści:
- Biblioteka Nauki
Artykuł