Asymptotics for the time of ruin in the war of attrition

DOI10.1017/apr.2017.6zbMath1425.60041arXiv1607.07636OpenAlexW2963944512MaRDI QIDQ5233173

Ilie Grigorescu, Philip A. Ernst

Publication date: 16 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.07636

zbMATH Keywords

evolutionary game theorywar of attritiongambler's ruindiffusive scalingnoncentered chi-squared

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

Related Items (1)

The extinction problem for a distylous plant population with sporophytic self-incompatibility

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