Continuous-time constrained stochastic games under the discounted cost criteria

DOI10.1007/s00245-016-9374-0zbMath1391.90635OpenAlexW2508561844MaRDI QIDQ1754661

Wen-Zhao Zhang

Publication date: 31 May 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-016-9374-0

zbMATH Keywords

occupation measureconstrained Nash equilibriadiscounted cost criterianonzero-sum game

Mathematics Subject Classification ID

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

Related Items (8)

Constrained average stochastic games with continuous-time independent state processes ⋮ Discounted stochastic games for continuous-time jump processes with an uncountable state space ⋮ Average stochastic games for continuous-time jump processes ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria ⋮ Discrete-time constrained stochastic games with the expected average payoff criteria

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