Nonzero-sum stochastic differential games with additive structure and average payoffs

DOI10.3934/JDG.2014.1.555zbMath1332.91022OpenAlexW2329207593MaRDI QIDQ258738

Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos

Publication date: 10 March 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2014.1.555

zbMATH Keywords

dynamic programmingadditive structureaverage (or ergodic) payoff criterionnonzero-sum stochastic differential gamesrelaxation theory

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

Related Items (3)

A Differential Game Model for The Extraction of Nonrenewable Resources with Random Initial Times — The Cooperative and Competitive Cases ⋮ Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bias and overtaking equilibria for zero-sum stochastic differential games
• On stochastic games with additive reward and transition structure
• Remarks on sensitive equilibria in stochastic games with additive reward and transition structure
• Characterizations of overtaking optimality for controlled diffusion processes
• On linear stochastic differential games with average cost criteria
• Stochastic games with average payoff criterion
• Invariant measures and evolution equations for Markov processes characterized via martingale problems
• Stochastic differential games: Occupation measure based approach
• Proper relaxation of optimal control problems
• Minimizing approximate original solutions for commensurate delayed controls
• A topology for Markov controls
• Explicit solutions of some linear-quadratic mean field games
• Regularity and global bounds of densities of invariant measures of diffusion processes
• A Liapounov bound for solutions of the Poisson equation
• Bias and overtaking equilibria for zero-sum continuous-time Markov games
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Numerical Approximations for Nonzero-Sum Stochastic Differential Games
• Optimal control of production rate in a failure prone manufacturing system
• A Tool in Establishing Total Variation Convergence
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Optimization, relaxation and Young measures
• Ergodic Control of Switching Diffusions
• Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions
• EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE
• Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
• Stochastic Calculus
• Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems
• Elimination of Randomization in Certain Statistical Decision Procedures and Zero-Sum Two-Person Games
• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
• Minimax Theorems
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Nonzero-sum stochastic differential games with additive structure and average payoffs