Markov stopping games with random priority

1994 ◽  
Vol 39 (1) ◽  
pp. 69-84 ◽  
Author(s):  
Krzysztof Szajowski
2013 ◽  
Vol 2013 ◽  
pp. 1-17 ◽  
Author(s):  
Yuri Kifer

We start by briefly surveying a research on optimal stopping games since their introduction by Dynkin more than 40 years ago. Recent renewed interest to Dynkin’s games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities for the last decade. Among various results on game options we consider error estimates for their discrete approximations, swing game options, game options in markets with transaction costs, and other questions.


2020 ◽  
Vol 34 (02) ◽  
pp. 2260-2267
Author(s):  
Haibin Wang ◽  
Sujoy Sikdar ◽  
Xiaoxi Guo ◽  
Lirong Xia ◽  
Yongzhi Cao ◽  
...  

We propose multi-type probabilistic serial (MPS) and multi-type random priority (MRP) as extensions of the well-known PS and RP mechanisms to the multi-type resource allocation problems (MTRAs) with partial preferences. In our setting, there are multiple types of divisible items, and a group of agents who have partial order preferences over bundles consisting of one item of each type. We show that for the unrestricted domain of partial order preferences, no mechanism satisfies both sd-efficiency and sd-envy-freeness. Notwithstanding this impossibility result, our main message is positive: When agents' preferences are represented by acyclic CP-nets, MPS satisfies sd-efficiency, sd-envy-freeness, ordinal fairness, and upper invariance, while MRP satisfies ex-post-efficiency, sd-strategyproofness, and upper invariance, recovering the properties of PS and RP. Besides, we propose a hybrid mechanism, multi-type general dictatorship (MGD), combining the ideas of MPS and MRP, which satisfies sd-efficiency, equal treatment of equals and decomposability under the unrestricted domain of partial order preferences.


2015 ◽  
Vol 30 (5) ◽  
pp. 2507-2515 ◽  
Author(s):  
J. A. Laghari ◽  
Hazlie Mokhlis ◽  
Mazaher Karimi ◽  
Abdul Halim Abu Bakar ◽  
Hasmaini Mohamad

2008 ◽  
Vol 184 (1) ◽  
pp. 185-206 ◽  
Author(s):  
David M. Ramsey ◽  
Krzysztof Szajowski

2008 ◽  
Vol 47 (2) ◽  
pp. 684-702 ◽  
Author(s):  
Erik Ekström ◽  
Goran Peskir

1975 ◽  
Vol 7 (2) ◽  
pp. 244-245
Author(s):  
C. André
Keyword(s):  

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