Continuous-time stochastic games

DOI10.1016/j.geb.2017.02.004zbMath1393.91008OpenAlexW2210515588MaRDI QIDQ2013336

Abraham Neyman

Publication date: 17 August 2017

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: http://ratio.huji.ac.il/sites/default/files/publications/dp616.pdf

zbMATH Keywords

equilibriumstochastic gamescontinuous-time gamesuniform equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (12)

Differential game with discrete stopping time ⋮ Stochastic games with short-stage duration ⋮ Continuous-time stochastic games of fixed duration ⋮ Average stochastic games for continuous-time jump processes ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs ⋮ Continuous-time constrained stochastic games with average criteria ⋮ Best-response dynamics in zero-sum stochastic games ⋮ On preemption in discrete and continuous time ⋮ Unnamed Item ⋮ A Robust Saturated Strategy for $n$-Player Prisoner's Dilemma ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ A differential game with the possibility of early termination

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