AI 中文总结
研究由蜘蛛布朗桥驱动的多人非零和最优停止博弈,先分析两人情形下纳什均衡存在及对称情形下唯一性的条件并举例说明多均衡情况,后扩展到多人情形并给出相应存在条件。
AI 中文摘要
本文研究了由蜘蛛布朗桥驱动的多人非零和最优停止博弈。首先分析两人情形,其基础过程为斜布朗桥,建立了纳什均衡存在的充分条件。在对称情形下(此时斜布朗桥退化为标准布朗桥且双方收益结构相同)推导了纳什均衡唯一性的充分条件,还给出了存在多个纳什均衡的例子。然后将框架扩展到多人情形,给出了在更一般的蜘蛛布朗桥情形下纳什均衡存在的充分条件。
英文摘要
This paper studies a multi-player non-zero-sum optimal stopping game driven by a spider Brownian bridge. We begin by analyzing the two-player setting, in which the underlying process is a skew Brownian bridge, and establish sufficient conditions for the existence of a Nash equilibrium. We derive sufficient conditions for the uniqueness of the Nash equilibrium in the symmetric case, (where the skew Brownian bridge reduces to a standard Brownian bridge and both players have the same payoff structures). We also give examples which show that there can be multiple Nash equilibria. We then extend the framework to the multi-player setting and provide sufficient conditions for the existence of a Nash equilibrium in this more general setting with a spider Brownian bridge.