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The Generalized Stackelberg Equilibrium of the Two-Person Stopping Game

Journal of the Operations Research Society of China 2024年第1期12卷 155-168页

作者： marek skarupski Krzysztof J.Szajowski Faculty of Pure and Applied Mathematics Wroclaw University of Science and Technology50-370WrocƚawDolonoslaskiePoland

In modeling the bilateral selection of states of the process,Dynkin(Dokl Akad Nauk USSR 185:241–288,1969)proposed a two-person game in which players use stopping moments as *** purpose of this work is to present a model of the game in which the players have different information about the process itself,as well as various laws to stop the process and accept its *** game model uses the stochastic process apparatus,in particular,the ability to create different filters for the same *** sets of stopping moments based on different filters are not identical,which allows us to model different sets of strategies for *** show that the follower,by observing the behavior of a rational leader,can recover information that is lost due to the lack of complete observation of the state of the *** the competition of two opponents for the maximum of the ***,one of whom has access to full information and the other only knows their relative ranks,we found the generalized Stackelberg *** the priority of a player observing the relative ranks is less than 50%,then that player modifies his strategy based on the behavior of the second *** a player with full information,information about the behavior of the player observing the relative ranks is useless.

关键词： No-zero-sum game Optional stopping Equilibrium Filtration

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