Skip to main content
Article thumbnail
Location of Repository

A game variant of the stopping problem on jump processes with a monotone rule

By Jun-ichi Nakagami, Masami Kurano and Masami Yasuda


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 Nash equilibrium point. The existence of an equilibrium strategy and its characterization by integral equations are obtained. Illustrative examples are provided.

Year: 2000
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.