论预测博弈的扩散近似法

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Theory of Probability and its Applications Pub Date : 2024-02-07 DOI:10.1137/s0040585x97t991659

M. V. Zhitlukhin

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引用次数: 0

摘要

概率论及其应用》（Theory of Probability &Its Applications），第 68 卷第 4 期，第 607-621 页，2024 年 2 月。本文关注的是一个动态博弈论模型，其中玩家对随机事件或随机向量的结果下注。我们的目的是在所有玩家都遵循近乎最优策略的情况下，构建该模型的扩散近似值。这个近似值将进一步用于研究该模型的极限动态。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On a Diffusion Approximation of a Prediction Game

Theory of Probability &Its Applications, Volume 68, Issue 4, Page 607-621, February 2024.
This paper is concerned with a dynamic game-theoretic model, where the players place bets on outcomes of random events or random vectors. Our purpose here is to construct a diffusion approximation of the model in the case where all players follow nearly optimal strategies. This approximation is further used to study the limit dynamics of the model.

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来源期刊

Theory of Probability and its Applications 数学-统计学与概率论

CiteScore

1.00

自引率

16.70%

发文量

审稿时长

6 months

期刊介绍： Theory of Probability and Its Applications (TVP) accepts original articles and communications on the theory of probability, general problems of mathematical statistics, and applications of the theory of probability to natural science and technology. Articles of the latter type will be accepted only if the mathematical methods applied are essentially new.