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