Games with a Stopping Rule for Wiener Processes

DOI10.1137/1133082MaRDI QIDQ3474502zbMATH OpenOpenAlexFDO

Authors Sergey V. Vinnichenko, Vladimir V. Mazalov

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133082

zbMATH Keywords

Optimal strategiesvalue of the gameWiener processes

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Cited in

(2)

• scientific article; zbMATH DE number 67293 (Why is no real title available?)
• On a Game Connected with the Wiener Process

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