Autor:	Dshalalow, J. H., Iwezulu, K., White, R. T.
Rok vydání:	2019
Předmět:	Mathematics - Probability 60G51 60G55 60G57 60K05 82B41 91A05 91A10 91A60
Zdroj:	Neural, Parallel, and Scientific Computations, 24: 55-64 (2016)
Druh dokumentu:	Working Paper
Popis:	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 exerting casualties of random magnitudes. The game ends when one of the players is defeated. We target the first passage time $\tau_\rho$ of the defeat and the number of casualties to either player upon $\tau_\rho$. Here we validate our claim of analytic tractability of the general formulas obtained in [1] under various transforms. Comment: Pre-print
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1901.07178 View this record from Arxiv