Geodesic
An antagonistic game of random duration
Mathematica Applicanda, Tome 9 (1981) no. 17, pp. 33-38.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The author considers a game of timing over [0,∞)×[0,∞) with a pay-off function discontinuous at the main diagonal. The game has its origin in a game in which two producers seek the favour of a buyer who drops the attempt to buy the production after a random time. Under certain regularity assumptions and by means of the known method of S. Karlin [Mathematical methods and theory in games, programming and economics, Addison, London, 1959; MR0111634], the author shows the existence of a unique pair of mixed optimal strategies, which are distribution functions over [0,∞). These are concentrated on a finite interval and continuous in the whole domain with the exclusion, perhaps, of 0. Some gaps in the representation do not diminish the value of the paper.
DOI : 10.14708/ma.v9i17.1514
Classification : 90D05
Mots-clés : 2-person games 
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Antoni Styszyński. An antagonistic game of random duration. Mathematica Applicanda, Tome 9 (1981) no. 17, pp.  33-38. doi : 10.14708/ma.v9i17.1514. http://geodesic.mathdoc.fr/articles/10.14708/ma.v9i17.1514/

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