Krasnosielska-Kobos, Anna; Ferenstein, Elżbieta - In: Dynamic Games and Applications 3 (2013) 2, pp. 220-235
Multi-person stopping games with players’ priorities are considered. Players observe sequentially offers Y <Subscript>1</Subscript>,Y <Subscript>2</Subscript>,… at jump times T <Subscript>1</Subscript>,T <Subscript>2</Subscript>,… of a Poisson process. Y <Subscript>1</Subscript>,Y <Subscript>2</Subscript>,… are independent identically distributed random variables. Each accepted offer Y <Subscript> n </Subscript> results in a reward G <Subscript> n </Subscript>=Y <Subscript> n </Subscript>...</subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript>