English

On the Masami Yasuda stopping game

Probability 2013-04-26 v1

Abstract

The sero-sum stopping game for the stochastic sequences has been formulated in late sixties of the twenty century by Dynkin (1969). The formulation had the assumption about separability of decision moment of the players which simplified the construction of the solution. Further research by Neveu (1975) extended the model by admitting more general behaviour of the players and their pay--offs. In new formulation there is the problem with existence of the equilibrium. The proper approach to solution of the problem without restriction of former models was developed by Yasuda (1975). The results was crucial in these research. The author made often reference to the Yasuda's (1985) result in his works (see the author's papers (1993,1995)) as well as see results of others stimulated by this paper. Withal, in this note another stopping game model, developed by Yasuda with coauthors (see e.g. Kurano at al. (1980) and the author and Yasuda (1995)) is recalled. The application of the model to an analysis of system of detectors shows the power of the game theory methods. In the last part of the paper I would like to express my personal relation to the Masami Yasuda game.

Keywords

Cite

@article{arxiv.1304.6986,
  title  = {On the Masami Yasuda stopping game},
  author = {Krzysztof J. Szajowski},
  journal= {arXiv preprint arXiv:1304.6986},
  year   = {2013}
}

Comments

18 pages, 3 pictures in: commemoration (http://www.math.s.chiba-u.ac.jp/~yasuda/kinen2012.pdf). arXiv admin note: substantial text overlap with arXiv:1111.4504

R2 v1 2026-06-22T00:06:31.625Z