Set-theoretic inequalities in stochastic noncooperative games with coalition

We model and analyze antagonistic stochastic games of three players, two of whom form a coalition against the third one. The actions of the players are modeled by random walk processes recording the cumulative damages to each player at any moment of time. The game continues until the single player or the coalition is defeated. The defeat of any particular player takes place when the associated process (representing the collateral damage) crosses a fixed threshold. Once the threshold is exceeded at some time, the associated player exits the game. All involved processes are being "observed by a third party process" so that the information regarding the status of all players is restricted to those special epochs. Furthermore, all processed are modulated (with their parameters being modified in due course of the game). We obtain a closed form joint functional of the named processes at key reference points. Copyright (C) 2008 J. H. Dshalalow and A. Treerattrakoon.