A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion.
Fabien GensbittelCatherine RainerPublished in: Dyn. Games Appl. (2018)
Keyphrases
- brownian motion
- game play
- optimal stopping
- differential equations
- stochastic process
- repeated games
- optimal control
- diffusion process
- video games
- poisson process
- human players
- stochastic processes
- computer games
- heavy traffic
- game playing
- vector valued
- queue length
- stochastic differential equations
- closed form solutions
- stochastic model
- dynamic programming
- lead time
- markov chain