A game version of the Cowan-Zabczyk-Bruss' problem
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References listed on IDEAS
- Yasuda, M., 1985. "On a randomized strategy in Neveu's stopping problem," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 159-166, December.
- Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.
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- Krasnosielska, Anna, 2009. "A version of the Elfving problem with random starting time," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2429-2436, December.
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KeywordsStopping time Stopping game Markov process Compound Poisson process Non-zero sum game Random priority Randomized stopping time;
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