A two-person nonzero-sum game which provides one player with a threat option is experimentally investigated in this study. In the game, both players have a dominating strategy choice but the “natural” outcome of the game, defined as the intersection of dominating strategy choices, gives one player his largest payoff and the other player his next to smallest. Howe\-er, the “dissatisfied” player ...

We study nonzero-sum stopping games with randomized stopping strategies. The existence of Nash equilibrium and ε-equilibrium strategies are discussed under various assumptions on players random payoffs and utility functions dependent on the observed discrete time Markov process. Then we will present a model of a market game in which randomized stopping times are involved. The model is a mixture...

This paper extends the basic work that has been done on tero-sum stochastic games to those that are nonzerosum. Appropriately defined equilibrium points are shown to exist for both the case where the players seek to maximize the total value of their discounted period rewards and the case where they wish to maximize their average reward per period. For the latter case, conditions required on the...

In this paper, a non-cooperative two person zero-sum static game(with in a discrete interval of time) is formulated and analyzed for the interaction between the SYN flood attacker and the web server administrator. The SYN flood game (SFG) payoffs are calculated based on Erlang loss queuing model. The solution of the SFG leads to mixed strategy and analyzed for different scenarios the numerical ...

We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. provide the relations between a usual optimal control setting Lagrangian method. In this context, we prove corresponding theorems two different types of constraints, lead us to find real-valued Lagrange multipliers, respe...

A two person zero sum matrix game with fuzzy goals and fuzzy payoffs is considered and its solution is conceptualized using a suitable defuzzification function. Also, it is proved that such a game is equivalent to a primal-dual pair of certain fuzzy linear programming problems in which both goals as well as parameters are fuzzy.