Discrete versus continuous operational calculus in antagonistic stochastic games
DOI10.1007/s40863-017-0073-9zbMath1416.91030OpenAlexW2758780931WikidataQ108291530 ScholiaQ108291530MaRDI QIDQ1690156
Kenneth Iwezulu, Jewgeni H. Dshalalow
Publication date: 18 January 2018
Published in: São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40863-017-0073-9
modified Bessel functionsPoisson processfirst passage timeexit timemarked point processesfluctuation theoryruin timenoncooperative stochastic games
Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Discrete operational calculus (44A55)
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