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Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation
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- Probability in the Engineering and Informational Sciences , First View
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- 12 January 2024, pp. 1-36
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Moment-constrained optimal dividends: precommitment and consistent planning
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 06 June 2022, pp. 404-432
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- June 2022
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Two-player zero-sum stochastic differential games with random horizon
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 1209-1235
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- December 2019
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Characterization and simplification of optimal strategies in positive stochastic games
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- Journal of Applied Probability / Volume 55 / Issue 3 / September 2018
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- 16 November 2018, pp. 728-741
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- September 2018
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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
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- Advances in Applied Probability / Volume 50 / Issue 2 / June 2018
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- 26 July 2018, pp. 347-372
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- June 2018
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On zero-sum two-person undiscounted semi-Markov games with a multichain structure
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- Advances in Applied Probability / Volume 49 / Issue 3 / September 2017
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- 08 September 2017, pp. 826-849
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- September 2017
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Nash equilibrium in nonzero-sum games of optimal stopping for Brownian motion
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 430-445
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- June 2017
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Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers
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- Advances in Applied Probability / Volume 47 / Issue 2 / June 2015
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- 22 February 2016, pp. 355-377
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- June 2015
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Convergence in a Multidimensional Randomized Keynesian Beauty Contest
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 57-82
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- March 2015
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Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 213-226
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- December 2014
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Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval
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- Journal of Applied Probability / Volume 48 / Issue 1 / March 2011
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- 14 July 2016, pp. 200-216
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- March 2011
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Two New Models for the Two-Person Red-And-Black Game
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- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
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- 14 July 2016, pp. 97-108
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- March 2010
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Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 645-668
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- September 2007
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Nonconstant Sum Red-And-Black Games with Bet-Dependent Win Probability Function
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 547-553
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- June 2007
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Two-person red-and-black games with bet-dependent win probability functions
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- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 905-915
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- December 2006
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Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
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- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
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- 14 July 2016, pp. 303-320
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- June 2005
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Two-person red-and-black with bet-dependent win probabilities
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- Advances in Applied Probability / Volume 37 / Issue 1 / March 2005
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- 01 July 2016, pp. 75-89
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- March 2005
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Stability of linear stochastic difference equations in strategically controlled random environments
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- Advances in Applied Probability / Volume 35 / Issue 4 / December 2003
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- 01 July 2016, pp. 961-981
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- December 2003
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Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
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- Journal of Applied Probability / Volume 40 / Issue 2 / June 2003
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- 14 July 2016, pp. 327-345
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- June 2003
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