Multilayers in a modulated stochastic game

DOI10.1016/j.jmaa.2008.12.026zbMath1173.91308MaRDI QIDQ1018141

Publication date: 13 May 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.12.026

zbMATH Keywords

risk analysis; fluctuation; stochastic game; two-person game; critical levels; antagonistic game; modulated game

Mathematics Subject Classification ID

91A10: Noncooperative games

91A05: 2-person games

91A40: Other game-theoretic models

91A15: Stochastic games, stochastic differential games

Related Items

On Strategic Defense in Stochastic Networks, Time sensitive analysis of independent and stationary increment processes, Maintenance in single-server queues: a game-theoretic approach, Discrete versus continuous operational calculus in antagonistic stochastic games

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Layers of noncooperative games
On noncooperative hybrid stochastic games
Stackelberg differential games in economic models
On exit times of multivariate random walk with some applications to finance
Fluctuations and sensitivity in non-equilibrium systems. Proceedings of an International Conference, University of Texas, Austin, Texas, March 12-16, 1984
Analysis of a combat problem: the turret game
Two-target game model of an air combat with fire-and-forget all-aspect missiles
Dynamic noncooperative game theory
On the position of a random walk at the time of first exit from a sphere
Non-cooperative stochastic dominance games
Range of fluctuation of Brownian motion on a complete Riemannian manifold
Complex differential games of pursuit-evasion type with state constraints. I: Necessary conditions for optimal open-loop strategies
Complex differential games of pursuit-evasion type with state constraints. II: Numerical computation of optimal open-loop strategies
On the level crossing of multi-dimensional delayed renewal processes
Tree-indexed processes: A high level crossing analysis
Perpetual options and Canadization through fluctuation theory
On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
Level crossings of an oscillating marked random walk
Antagonistic game with interval payoff functions
Mathematical simulation of a dynamic game in the enterprise competition problem
Capture conditions in a pursuit-evasion game between players with biproper dynamics
A Guide to First-Passage Processes
Random Walk Analysis in Antagonistic Stochastic Games
On fluctuation problems in the theory of queues
On applications of first excess level random processes to queueing systems with random server capacity and capacity dependent service time
On termination time processes
Fluctuations of Recurrent Processes and Their Applications to the Stock Market
On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
Noncooperative Stochastic Games