On a Game Connected with the Wiener Process

DOI10.1137/1114088MaRDI QIDQ5585905zbMATH OpenOpenAlexFDO

Authors Sabir M. Gusein-Zade

Publication date 1969

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

Full work available at URL https://doi.org/10.1137/1114088

zbMATH Keywords

operations research

Mathematics Subject Classification ID

2-person games (91A05)

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(5)

• Stochastic games and variational inequalities
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• Nonzero-sum games of optimal stopping for Markov processes

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