We consider two companies that are competing for orders. Let X1(n) denote the number of orders processed by the first company at time n, and let τ(k) be the first time that X1(n)

A stochastic difference game is considered in which a player wants to minimize the time spent by a controlled one-dimensional symmetric random walk {𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the survival time in C. The process...

A stochastic difference game is considered in which a player wants to minimize the time spent by a controlled one-dimensional symmetric random walk 𝑋𝑛,𝑛=0,1,…} in the continuation region 𝐶:={1,2,…}, and the second player seeks to maximize the survival time in C. The process...