Asymptotics for the time of ruin in the war of attrition
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Publication:5233173
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
Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
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