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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 732–735
(Mi tvp1516)
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This article is cited in 10 scientific papers (total in 10 papers)
Short Communications
Oh a game connected with a Wiener process
S. M. Gusein-Zade Moscow
Abstract:
In this paper, the following zero-sum game is considered. Two persons are observing a trajectory of a Wiener process in a bounded closed region $E$ with absorbing boundary in a Euclidean $n$-space. One of the players may interrupt the process in a closed region $E_1$ the other in $E_2$. If the process is stopped in a point $x$, then the first player pays to the second one payment $g(x)$. The existence of the payoff function and minimax strategies is proved.
Received: 09.12.1968
Citation:
S. M. Gusein-Zade, “Oh a game connected with a Wiener process”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 732–735; Theory Probab. Appl., 14:4 (1969), 701–704
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Abstract page: | 331 | Full-text PDF : | 143 |
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