A Functional Inequality and a New Class of Probabilities in the <i>N</i>-Person Red-and-Black Game

In this paper, we explore a model of an <i>N</i>-player, non-cooperative stochastic game, drawing inspiration from the discrete formulation of the red-and-black gambling problem, as initially introduced by Dubins and Savage in 1965. We extend upon the work of Pontiggia from 2007, present...

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Bibliographic Details
Main Authors: Włodzimierz Fechner, Maria Słomian
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/16/3/325