Stochastic Brownian Game of Absolute Dominance
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Publication:5169736
DOI10.1239/jap/1402578635zbMath1304.91120MaRDI QIDQ5169736
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578635
91A05: 2-person games
91A23: Differential games (aspects of game theory)
91A80: Applications of game theory
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
91A15: Stochastic games, stochastic differential games
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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