On multivariate antagonistic marked point processes
From MaRDI portal
Publication:2389922
DOI10.1016/j.mcm.2008.07.029zbMath1165.91319MaRDI QIDQ2389922
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
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
91A15: Stochastic games, stochastic differential games
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On noncooperative hybrid stochastic games
- Stackelberg differential games in economic models
- On exit times of multivariate random walk with some applications to finance
- Random walks on graphs, electric networks and fractals
- Two-target game model of an air combat with fire-and-forget all-aspect missiles
- Dynamic noncooperative game theory
- Pursuit games. An introduction to the theory and applications of differential games of pursuit and evasion
- Non-cooperative stochastic dominance games
- 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 flights on regular graphs
- On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
- Random Walk Analysis in Antagonistic Stochastic Games
- 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
