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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Bibliographic Details
Main Author: Song-Kyoo (Amang) Kim
Format: Article
Language:English
Published: MDPI AG 2020-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/5/678