Continuous-time stochastic games of fixed duration (Q367439): Difference between revisions
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Property / author: Yehuda John Levy / rank | |||
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Property / author: Yehuda John Levy / rank | |||
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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. | |||
Property / review text: 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. / rank | |||
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Property / Mathematics Subject Classification ID: 91A15 / rank | |||
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Property / Mathematics Subject Classification ID: 91A06 / rank | |||
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Property / Mathematics Subject Classification ID: 91A10 / rank | |||
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Property / Mathematics Subject Classification ID: 91A23 / rank | |||
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Property / Mathematics Subject Classification ID: 49N70 / rank | |||
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Property / zbMATH DE Number: 6208313 / rank | |||
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Property / zbMATH Keywords | |||
continuous-time stochastic games | |||
Property / zbMATH Keywords: continuous-time stochastic games / rank | |||
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non-zero-sum games | |||
Property / zbMATH Keywords: non-zero-sum games / rank | |||
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Markov equilibria | |||
Property / zbMATH Keywords: Markov equilibria / rank | |||
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correlated equilibria | |||
Property / zbMATH Keywords: correlated equilibria / rank | |||
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Hamilton-Jacobi-Bellman equation | |||
Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W1996085794 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 21:39, 6 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Continuous-time stochastic games of fixed duration |
scientific article |
Statements
Continuous-time stochastic games of fixed duration (English)
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16 September 2013
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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.
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continuous-time stochastic games
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non-zero-sum games
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Markov equilibria
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correlated equilibria
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Hamilton-Jacobi-Bellman equation
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