On multivariate antagonistic marked point processes

DOI10.1016/j.mcm.2008.07.029zbMath1165.91319OpenAlexW2081331724MaRDI QIDQ2389922

Jewgeni H. Dshalalow

Publication date: 20 July 2009

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2008.07.029

zbMATH Keywords

game theorynoncooperative gamesstochastic gamesPoisson processfirst passage timeexit timemarked point processeshitting timefluctuation theoryruin timerandom walk processindependent and stationary increments processtime sensitive analysis

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Layers of noncooperative games ⋮ On noncooperative hybrid stochastic games

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