English

Discrete Operational Calculus in Delayed Stochastic Games

Probability 2019-01-23 v1

Abstract

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 τρ\tau_\rho of the defeat and the number of casualties to either player upon τρ\tau_\rho. Here we validate our claim of analytic tractability of the general formulas obtained in [1] under various transforms.

Keywords

Cite

@article{arxiv.1901.07178,
  title  = {Discrete Operational Calculus in Delayed Stochastic Games},
  author = {J. H. Dshalalow and K. Iwezulu and R. T. White},
  journal= {arXiv preprint arXiv:1901.07178},
  year   = {2019}
}

Comments

Pre-print

R2 v1 2026-06-23T07:18:05.533Z