Geodesic
On a discrete arbitration procedure with quadratic payoff function
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 4 (2012) no. 3, pp. 51-57 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider a two-person bargaining model with arbitrator's participation. The players make their offers and the arbitrator's decision is simulated by a random variable with uniform distribution on the set $\{-n,-(n-1),\dots,-1,0,1,\dots,n-1,n\}$. We use a new arbitration procedure. The Nash equilibrium in this game in mixed strategies is found.
Keywords: non-cooperative game, equilibrium, mixed strategies.
Mots-clés : arbitration scheme 
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Alexander E. Mentcher. On a discrete arbitration procedure with quadratic payoff function. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 4 (2012) no. 3, pp. 51-57. http://geodesic.mathdoc.fr/item/MGTA_2012_4_3_a3/

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