A Game Variant of the Stopping Problem on Jump Processes with a Monotone Rule
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چکیده
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.
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تاریخ انتشار 2000