On multivariate antagonistic marked point processes

DOI10.1016/j.mcm.2008.07.029zbMath1165.91319MaRDI 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 theory; noncooperative games; stochastic games; Poisson process; first passage time; exit time; marked point processes; hitting time; fluctuation theory; ruin time; random walk process; independent and stationary increments process; time sensitive analysis

Mathematics Subject Classification ID

91A15: Stochastic games, stochastic differential games

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Layers of noncooperative games, On noncooperative hybrid stochastic games

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