Games with a Stopping Rule for Wiener Processes

DOI10.1137/1133082zbMath0696.90089OpenAlexW2022206395MaRDI QIDQ3474502

S. V. Vinnichenko, Vladimir V. Mazalov

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1137/1133082

zbMATH Keywords

Wiener processesvalue of the gameOptimal strategies

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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