Discrete-time constrained stochastic games with the expected average payoff criteria
From MaRDI portal
Publication:5015985
DOI10.1080/02331934.2020.1778688zbMath1479.91034OpenAlexW3036003939MaRDI QIDQ5015985
Publication date: 10 December 2021
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2020.1778688
Related Items (2)
A game theoretical approach for finding near-optimal solutions of an optimization problem ⋮ Risk-sensitive first passage stochastic games with unbounded costs
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
- A note on semi-Markov perfect equilibria in discounted stochastic games
- Existence of Nash equilibria for constrained stochastic games
- Computable bounds for geometric convergence rates of Markov chains
- On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points
- On symmetric stochastic games of resource extraction with weakly continuous transitions
- Continuous-time constrained stochastic games under the discounted cost criteria
- Constrained stochastic games with the average payoff criteria
- Variational inequality approach to stochastic Nash equilibrium problems with an application to Cournot oligopoly
- Continuous-time constrained stochastic games with average criteria
- On stochastic games in economics
- Constrained semi-Markov decision processes with ratio and time expected average criteria in Polish spaces
- Noisy Stochastic Games
- Markov Chains and Stochastic Stability
- On generalized Nash equilibrium in infinite dimension: the Lagrange multipliers approach
This page was built for publication: Discrete-time constrained stochastic games with the expected average payoff criteria
