Generalized integral equations for timing games

Mikhail M. Lutsenko

Contributions to game theory and management, Tome 16 (2023), pp. 182-191.

Résumé

We consider timing games, the payoff functions of which have additional break lines outside the unit square diagonal. A special case of such games are games with piecewise constant payoff functions. Solving these games is reduced to solving a pair of integral equations for the distribution functions of equalizing strategies. The proposed solution methods can be used in the study of random walks on a segment in a variable environment.

Détail

Keywords: timing game, game on the unit square, random walks.

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