Randomized Stopping Times in Dynkin Games
Peter Horst Neumann, David Ramsey, Krzysztof Szajowski · ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik · 2002
The paper reviews recent results on Dynkin games and presents new results regarding a solution to such a game in randomized strategies. An example related to the best choice problem with non-trivial randomized strategies from the subclass of stopping games with random priorities is given. Asymptotic results for large N are presented.