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DISCRETE OPERATIONAL CALCULUS IN DELAYED STOCHASTIC GAMES | Neural, Parallel, and Scientific Computations

DISCRETE OPERATIONAL CALCULUS IN DELAYED STOCHASTIC GAMES

TitleDISCRETE OPERATIONAL CALCULUS IN DELAYED STOCHASTIC GAMES
Publication TypeJournal Article
Year of Publication2016
AuthorsDSHALALOW JEWGENI, IWEZULU KENNETH, WHITE RYAN
JournalNeural, Parallel, and Scientific Computations
Volume24
Start Page55
Pagination10
Date Published2016
ISSN1061-5369
Keywords60G51, 60G55, 60G57, 60K05, 82B41, 91A05, 91A10, 91A60
Abstract

This article deals with classes of antagonistic games with two players. A game is specified in terms of two “hostile” stochastic processes representing mutual attacks upon random times that exert casualties of random magnitudes. The game ends when one of the players is defeated, that is, when the amounts of casualties to the players cross respective tolerance thresholds. We target the first passage time τρ of the defeat and the amount of casualties to either player upon τρ. Here we validate our claim of analytic tractability in formulas obtained in [1] under various transforms.

URLhttps://acadsol.eu/npsc/articles/24/NPSC-55-64.pdf
Refereed DesignationRefereed