Continuous-time stochastic games of fixed duration (Q367439)
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scientific article; zbMATH DE number 6208313
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| English | Continuous-time stochastic games of fixed duration |
scientific article; zbMATH DE number 6208313 |
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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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0.9064035415649414
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0.8440251350402832
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0.8284080624580383
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0.8218174576759338
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0.819391131401062
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