Generalized integral equations for timing games

Mikhail M. Lutsenko

St.Petersburg State University of Economics, 30-32, nab. kan. Griboedova, St. Petersburg, 191023, Russia

Аннотация: 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.

Ключевые слова: timing game, game on the unit square, random walks.

Язык публикации: английский

DOI: 10.21638/11701/spbu31.2023.11