Abstract
In the paper a construction of Nash equilibria for a random priority finite horizon two-person non-zero sum game with stopping of Markov process is given. The method is used to solve the two-person non-zero-sum game version of the secretary problem. Each player can choose only one applicant. If both players would like to select the same one, then the lottery chooses the player. The aim of the players is to choose the best candidate. An analysis of the solutions for different lotteries is given. Some lotteries admit equilibria with equal Nash values for the players.
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The research was supported in part by Committee of Scientific Research under Grant KBN 211639101.
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Szajowski, K. Markov stopping games with random priority. ZOR - Mathematical Methods of Operations Research 39, 69–84 (1994). https://doi.org/10.1007/BF01440735
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DOI: https://doi.org/10.1007/BF01440735