Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach

DOI10.1137/060650623zbMath1157.91008OpenAlexW2054527586MaRDI QIDQ3614798

K. Suresh Kumar

Publication date: 10 March 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060650623

zbMATH Keywords

Nash equilibriumstochastic differential gamediscounted payoff criterionadditive reward-additive transition structureapproximating Markov chain

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Discrete-time zero-sum Markov games with first passage criteria ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Two-player zero-sum stochastic differential games with random horizon

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