On tractable functionals in antagonistic games with a constant initial condition (Q2809925)
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scientific article; zbMATH DE number 6587636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tractable functionals in antagonistic games with a constant initial condition |
scientific article; zbMATH DE number 6587636 |
Statements
30 May 2016
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noncooperative stochastic games
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fluctuation theory
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marked point processes
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Poisson process
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ruin time
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exit time
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first passage time
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modified Bessel functions
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On tractable functionals in antagonistic games with a constant initial condition (English)
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In [\textit{J. H. Dshalalow} and \textit{H.-J. Ke}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 71, No. 12, e283-e291 (2009; Zbl 1238.91010)], an antagonistic game with two players was considered. An explicit functional of several major components of the game is given in Theorem 1 of the above-mentioned paper. In this paper, the authors justify this functional. A particular case, by evaluating Laplace-Carson inverse transforms and probability density functions followed by numerical calculations, is analyzed.
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