On Nash equilibrium solutions in nonzero-sum stochastic games with complete information

DOI10.1007/BF01242946zbMath0820.90143OpenAlexW1539554947MaRDI QIDQ1341438

Heinz-Uwe Küenle

Publication date: 14 September 1995

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01242946

zbMATH Keywords

complete informationNash equilibrium solutionsintimidation strategy pairstwo-person nonzero-sum stochastic games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (3)

EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE ⋮ Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

Cites Work

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• Selection theorems and their applications
• The optimality equation in average cost denumerable state semi-Markov decision problems, recurrency conditions and algorithms
• Stochastic Games

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