Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion

DOI10.1007/s00245-019-09572-3zbMath1461.91034OpenAlexW2941496346WikidataQ127985403 ScholiaQ127985403MaRDI QIDQ2020315

Qingda Wei, Xian Chen

Publication date: 23 April 2021

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

Full work available at URL: https://doi.org/10.1007/s00245-019-09572-3

zbMATH Keywords

nonzero-sum gamesNash equilibriumuncountable state spacediscounted approximationexpected average payoff criterion

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (3)

Average stochastic games for continuous-time jump processes ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces

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