Scientific publications

Mazalov V.V., Ivashko A.A.
Online Auction and Optimal Stopping Game with Imperfect Observation
// Intelligent Information and Database Systems. ACIIDS 2020, LNCS, volume 12033. Springer, 2020. Pp. 145-156
Keywords: Optimal stopping; Imperfect observation; Zero-sum game; Auction Game with priority
The paper examines a multi-stage game-theoretic model of an auction where the participants (players) set minimum threshold price levels above which they are ready to sell. Price offerings are a sequence of independent and identically distributed random variables. A two-person game in which each player is interested in selling at a price higher than the competitor’s is considered. Optimal threshold pricing strategies and expected payoffs of the players are determined. Numerical modeling results are presented.
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Last modified: March 9, 2021