تقرير
A new class of probabilities in the n-person red-and-black game
| العنوان: | A new class of probabilities in the n-person red-and-black game |
|---|---|
| المؤلفون: | Fechner, Włodzimierz, Słomian, Maria |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, Primary: 91A15. Secondary: 39B62, 91A06, 91A10, 91A60 |
| الوصف: | We discuss a model of a $N$-person, non-cooperative stochastic game, inspired by the discrete version of the red-and-black gambling problem introduced by Dubins and Savage in 1965. Our main theorem generalizes a result of Pontiggia from 2007 which provides conditions upon which bold strategies for all players form a Nash equilibrium. Our tool is a functional inequality introduced and discussed in the present paper. It allows us to avoid rather restrictive assumptions of super-multiplicativity and super-additivity, which appear in Pontiggia's and other authors' works. We terminate the paper with some examples which in particular show that our approach leads to a larger class of probability functions than existed in the literature so far. Comment: This is a major revision of the old version |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2105.14263 |
| رقم الأكسشن: | edsarx.2105.14263 |
| قاعدة البيانات: | arXiv |
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