Random Walk Analysis in Antagonistic Stochastic Games

DOI10.1080/07362990802128354zbMath1151.91330OpenAlexW1972370506MaRDI QIDQ3518304

Jewgeni H. Dshalalow

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128354

zbMATH Keywords

game theorypoint processesnoncooperative gamesstochastic gamesPoisson processfirst passage timeLévy processexit timefluctuation theoryruin timerandom walk process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Noncooperative games (91A10) 2-person games (91A05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probabilistic games; gambling (91A60) Renewal theory (60K05)

Related Items (6)

On multivariate antagonistic marked point processes ⋮ Layers of noncooperative games ⋮ On intensities of perturbed random measures on Hausdorff spaces ⋮ On noncooperative hybrid stochastic games ⋮ Maintenance in single-server queues: a game-theoretic approach ⋮ Multilayers in a modulated stochastic game

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