Stochastic games for continuous-time jump processes under finite-horizon payoff criterion

DOI10.1007/s00245-015-9314-4zbMath1360.91023OpenAlexW2211099180MaRDI QIDQ517921

Qingda Wei, Xian Chen

Publication date: 28 March 2017

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

Full work available at URL: https://doi.org/10.1007/s00245-015-9314-4

zbMATH Keywords

nonzero-sum gamesNash equilibriumunbounded transition ratesfinite-horizon payoff criterionrandomized history-dependent strategies

Mathematics Subject Classification ID

Related Items (11)

Constrained average stochastic games with continuous-time independent state processes ⋮ Discounted stochastic games for continuous-time jump processes with an uncountable state space ⋮ Zero-sum continuous-time Markov pure jump game over a fixed duration ⋮ Average stochastic games for continuous-time jump processes ⋮ Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria ⋮ Nonzero-sum stochastic games with probability criteria

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