On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps

DOI10.1007/s13235-016-0189-zzbMath1391.90630OpenAlexW2341580340MaRDI QIDQ1707450

Vladimir Gaitsgory, Eitan Altman, Ilaria Brunetti

Publication date: 3 April 2018

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01305355/file/BrunettiGaitsgoryAltman-REVISED.pdf

zbMATH Keywords

averagingslow-fast dynamicsnonzero-sum gameasymptotic Nash equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Dynamic games (91A25)

Cites Work

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• Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
• Suboptimization of Singularly Perturbed Control Systems
• Asymptotic Optimization of a Nonlinear Hybrid System Governed by a Markov Decision Process
• Markov Decision Evolutionary Games

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