Stochastic Brownian Game of Absolute Dominance
DOI10.1239/JAP/1402578635zbMath1304.91120OpenAlexW2090957660MaRDI QIDQ5169736
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578635
2-person games (91A05) Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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