Continuous-time stochastic games of fixed duration

DOI10.1007/s13235-012-0067-2zbMath1276.91017OpenAlexW1996085794MaRDI QIDQ367439

Yehuda John Levy

Publication date: 16 September 2013

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

Full work available at URL: http://ratio.huji.ac.il/sites/default/files/publications/dp617.pdf

zbMATH Keywords

Hamilton-Jacobi-Bellman equationcontinuous-time stochastic gamescorrelated equilibriaMarkov equilibrianon-zero-sum games

Mathematics Subject Classification ID

Noncooperative games (91A10) Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

Related Items (9)

An update on continuous-time stochastic games of fixed duration ⋮ Stochastic games with short-stage duration ⋮ Continuous-time stochastic games of fixed duration ⋮ Best-response dynamics in zero-sum stochastic games ⋮ Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games ⋮ Markov approximations of nonzero-sum differential games ⋮ Stochastic Games ⋮ Extremal shift rule for continuous-time zero-sum Markov games ⋮ Continuous-time stochastic games

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