A game of timing which shifts stochastically from a noisy version to a silent version

A game of timing which shifts stochastically from a noisy version to a silent version

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Article ID: iaor1991261
Country: India
Volume: 11
Issue: 2
Start Page Number: 215
End Page Number: 230
Publication Date: May 1990
Journal: Journal of Information & Optimization Sciences
Authors: ,
Keywords: military & defence
Abstract:

The authors consider a two-person non-zero sum game of timing in which the state of bullets possessed by both players shifts stochastically from noisy to silent at random time T in [0,1] with cdfK(t). The problem is a continuation of the previous paper where the state of the bullets shifted stochastically from silent to noisy. It is shown that the change of information structure available to both the players yields interesting equilibrium strategies. Furthermore, the authors give remarks on a case where the switching time from a noisy to silent state is not a random variable but a deterministic time in [0,1], though an equilibrium point cannot be derived except in special cases.

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