Turnpike theorems for Markov games
From MaRDI portal
Publication:369470
DOI10.1007/s13235-012-0047-6zbMath1272.91027arXiv1203.6553OpenAlexW2061042537MaRDI QIDQ369470
Wei Yang, Vassili N. Kolokol'tsov
Publication date: 24 September 2013
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.6553
average costMarkov gamesturnpike theoremearly turnpikegeneral Borel state spacemiddle turnpiketurnpike on strategiesturnpike on the distribution of states
2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
Related Items (13)
Corruption and botnet defense: a mean field game approach ⋮ Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example ⋮ Dynamic quantum games ⋮ Discrete Time Optimal Control Problems on Large Intervals ⋮ Structure of approximate solutions of dynamic continuous time zero-sum games ⋮ Evolutionary, mean-field and pressure-resistance game modelling of networks security ⋮ Invariant ideals and their applications to the turnpike theory ⋮ Turnpike properties of approximate solutions of dynamic discrete time zero-sum games ⋮ Structure of solutions of discrete time optimal control problems in the regions close to the endpoints ⋮ Structure of approximate solutions of discrete time optimal control Bolza problems on large intervals ⋮ Convergence of solutions of optimal control problems with discounting on large intervals in the regions close to the endpoints ⋮ Structure of solutions of variational problems with extended-valued integrands in the regions close to the endpoints ⋮ Turnpike theorem for terminal functionals in infinite horizon optimal control problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on comparative statics and dynamics of stationary states
- Bias and overtaking equilibria for zero-sum stochastic differential games
- Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
- A turnpike theorem for continuous-time optimal-control models
- Borel stochastic games with lim sup payoff
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- The stochastic turnpike property without uniformity in convex aggregate growth models
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- An integration of equilibrium theory and turnpike theory
- Fixed point theorems for discounted finite Markov decision processes
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- A note on the stochastic value loss assumption
- Intertemporal allocation with a non-convex technology: The aggregative framework
- A continuous-time portfolio turnpike theorem
- Optimal control on an infinite time horizon
- On optimal steady states of n-sector growth models when utility is discounted
- On optimal growth under uncertainty
- Characterizing optimal policies in a one-sector model of economic growth under uncertainty
- Turnpike theorems in probabilistic models of economic dynamics
- On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty
- Turnpike behavior of long-term investments
- Neighborhood turnpike theorem for continuous-time optimization models
- Global asymptotic stability of a competitive equilibrium with recursive preferences
- A uniform neighborhood turnpike theorem and applications
- The turnpike property for dynamic discrete time zero-sum games
- Sensitive equilibria for ergodic stochastic games with countable state spaces
- A turnpike theorem for continuous-time control systems when the optimal stationary point is not unique
- A new turnpike theorem for discounted programs
- Equilibrium in a dynamic game of capital accumulation with the overtaking criterion
- Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- On the smoothness of optimal paths. II. Some local turnpike results
- Dynamic optimization with a nonsmooth, nonconvex technology: the case of a linear objective function
- Turnpike properties in the calculus of variations and optimal control
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- An overview of turnpike theory: towards the discounted deterministic case
- The Existence of Catching-Up Optimal Solutions for a Class of Infinite Horizon Optimal Control Problems with Time Delay
- Turnpike Properties in a Finite-Horizon Differential Game: Dynamic Duopoly with Sticky Prices
- Dynamic optimization in non-convex models with irreversible investment: Monotonicity and turnpike results
- The optimal assignment problem for a countable state space
- Asymptotical stability of optimal paths in nonconvex problems
- A Turnpike Theorem For A Risk-Sensitive Markov Decision Process with Stopping
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
- On Differential Games with Long-Time-Average Cost
- Portfolio Turnpike Theorems, Risk Aversion, and Regularly Varying Utility Functions
- Equilibrium Turnpike Theory with Constant Returns to Scale and Possibly Heterogeneous Discount Factors
- Competitive Equilibria on Turnpikes in a Mckenzie Economy, I: A Neighborhood Turnpike Theorem
- An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand
- Existence of Overtaking Solutions to Infinite Dimensional Control Problems on Unbounded Time Intervals
- Turnpike Theory
- Smoothness, Comparative Dynamics, and the Turnpike Property
- Turnpike Theorems in Nonconvex Nonstationary Environments
- Optimal Economic Growth and Uncertainty: The No Discounting Case
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- Statistical cluster points and turnpike*
- Zero-Sum Semi-Markov Games
- Optimal Programs on Infinite Horizon 1
- Optimal Programs on Infinite Horizon 2
- A Turnpike Theory for Infinite-Horizon Open-Loop Competitive Processes
- On some models of many agent systems with competition and cooperation
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- Ergodic Problems in Differential Games
- Turnpike theorems by a value function approach
- On Finding Optimal Policies in Discrete Dynamic Programming with No Discounting
- Turnpike Planning Horizons for a Markovian Decision Model
- THE TURNPIKE THEOREM OF MORISHIMA(1)
- Statistical cluster points and turnpike theorem in nonconvex problems.
This page was built for publication: Turnpike theorems for Markov games
