Random Walk Analysis in Antagonistic Stochastic Games
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exit timefirst passage timefluctuation theorygame theoryLévy processnoncooperative gamespoint processesPoisson processrandom walk processruin timestochastic games
Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Renewal theory (60K05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) 2-person games (91A05) Noncooperative games (91A10) Probabilistic games; gambling (91A60)
Recommendations
Cites work
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Cited in
(10)- Multilayers in a modulated stochastic game
- Discrete versus continuous operational calculus in antagonistic stochastic games
- On multivariate antagonistic marked point processes
- Antagonistic games with an initial phase
- Tandem antagonistic games
- Layers of noncooperative games
- On intensities of perturbed random measures on Hausdorff spaces
- A random walk perspective on hide-and-seek games
- On noncooperative hybrid stochastic games
- Maintenance in single-server queues: a game-theoretic approach
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