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

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The first exit time of a two-dimensional symmetric stable process from a wedge
• On exit times of multivariate random walk with some applications to finance
• Analysis of a combat problem: the turret game
• 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
• Fluctuations of the Wiener sausage for surfaces
• Brownian fluctuations of the edge for critical reversible nearest- particle systems
• Brownian exit distributions from normal balls in \(S^ 3\times{}H^ 3\)
• On the position of a random walk at the time of first exit from a sphere
• On generalized renewal measures and certain first passage times
• Differential games and applications. (All but one of these articles are based on presentations made at the third international symposium held at INRIA, Sophia-Antipolis, France, on June 16-17, 1988)
• Pursuit games. An introduction to the theory and applications of differential games of pursuit and evasion
• 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
• First excess levels of vector processes
• On the level crossing of multi-dimensional delayed renewal processes
• Biased random walks on directed trees
• Tree-indexed processes: A high level crossing analysis
• Perpetual options and Canadization through fluctuation theory
• On a problem of H. P. McKean: Independence of Brownian hitting times and places
• Random observations of marked Cox processes. Time insensitive functionals
• Time sensitive functionals of marked Cox processes
• On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
• Level crossings of an oscillating marked random walk
• Zero-sum differential games involving hybrid controls
• Distance fluctuations and Lyapunov exponents
• 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 note on D-policy bulk queueing systems
• Random flights on regular graphs
• Fluctuation theory in continuous time
• On fluctuation problems in the theory of queues
• First excess level analysis of random processes in a class of stochastic servicing systems with global control
• On applications of first excess level random processes to queueing systems with random server capacity and capacity dependent service time
• Fluctuations of Recurrent Processes and Their Applications to the Stock Market
• High-Dimensional Nonlinear Diffusion Stochastic Processes
• On the Invariance Principle for the First Passage Time
• Generalized Poisson Models and their Applications in Insurance and Finance
• Generalized Modulated Random Measures and Their Potentials
• On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
• Noncooperative Stochastic Games

This page was built for publication: Random Walk Analysis in Antagonistic Stochastic Games