TY - JOUR

T1 - GENERALIZED INTEGRAL EQUATIONS FOR TIMING GAMES

AU - Луценко, Михаил Михайлович

PY - 2023

Y1 - 2023

N2 - We consider timing games, the payoff functions of which haveadditional break lines outside the unit square diagonal. A special case ofsuch games are games with piecewise constant payoff functions. Solving thesegames is reduced to solving a pair of integral equations for the distributionfunctions of equalizing strategies. The proposed solution methods can beused in the study of random walks on a segment in a variable environment.

AB - We consider timing games, the payoff functions of which haveadditional break lines outside the unit square diagonal. A special case ofsuch games are games with piecewise constant payoff functions. Solving thesegames is reduced to solving a pair of integral equations for the distributionfunctions of equalizing strategies. The proposed solution methods can beused in the study of random walks on a segment in a variable environment.

KW - timing game

KW - game on the unit square

KW - random walks

M3 - Article

VL - 16

SP - 182

JO - Contributions to Game Theory and Management

JF - Contributions to Game Theory and Management

SN - 2310-2608

ER -