A Versatile Stochastic Duel Game
This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision making situations. The unique theoretical stochastic game mo...
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Format: | Article |
Language: | English |
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MDPI AG
2020-05-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/8/5/678 |