Continuous-time stochastic games of fixed duration (Q367439): Difference between revisions

The article considers \(n\)-player noncooperative non-zero-sum stochastic games on a finite time horizon. An example with non-existing of Markov equilibrium is given and it is shown that approximate Markov equilibria and equilibria correlated via a public signal always exist. By identifying the given game with a differential game and using the appropriate Hamilton-Jacobi-Bellman equation, sufficient conditions for a Nash equilibrium are given.