Continuous-time stochastic games of fixed duration (Q367439): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / author | |||
Property / author: Yehuda John Levy / rank | |||
Normal rank | |||
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. | |||
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 | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91A15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91A06 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91A10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91A23 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49N70 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6208313 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
continuous-time stochastic games | |||
Property / zbMATH Keywords: continuous-time stochastic games / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
non-zero-sum games | |||
Property / zbMATH Keywords: non-zero-sum games / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Markov equilibria | |||
Property / zbMATH Keywords: Markov equilibria / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
correlated equilibria | |||
Property / zbMATH Keywords: correlated equilibria / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hamilton-Jacobi-Bellman equation | |||
Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
Normal rank |
Revision as of 12:59, 28 June 2023
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