Nonlinear programming and stationary equilibria in stochastic games

DOI10.1007/BF01594936zbMath0753.90086OpenAlexW2107217702MaRDI QIDQ1176577

Jerzy A. Filar, O. J. Vrieze, Todd A. Schultz, Frank Thuijsman

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01594936

zbMATH Keywords

\(\varepsilon\)-optimal strategies\(\beta\)-discounted \(n\)-person stochastic games\(n\)-person limiting average stochastic gamesexistence of stationary equilibrium strategies

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15)

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