Continuous-time stochastic games of fixed duration (Q367439): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1996085794 / rank | |||
Normal rank | |||
Revision as of 02:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time stochastic games of fixed duration |
scientific article |
Statements
Continuous-time stochastic games of fixed duration (English)
0 references
16 September 2013
0 references
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.
0 references
continuous-time stochastic games
0 references
non-zero-sum games
0 references
Markov equilibria
0 references
correlated equilibria
0 references
Hamilton-Jacobi-Bellman equation
0 references
