Constrained stochastic games with the average payoff criteria

DOI10.1016/J.ORL.2014.12.003MaRDI QIDQ1785327zbMATH OpenOpenAlexFDO

Authors Qingda Wei, Xian Chen

Publication date 28 September 2018

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2014.12.003

zbMATH Keywords

average payoff criteriaconstrained Nash equilibrianonzero-sum gamesvanishing discount approach

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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Cited in

(18)

• Stochastic games with average payoff criterion
• A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
• Constrained stochastic differential games with additive structure: average and discount payoffs
• Continuous-time constrained stochastic games under the discounted cost criteria
• Constrained expected average stochastic games for continuous-time jump processes
• Risk-sensitive average equilibria for discrete-time stochastic games
• Continuous-time constrained stochastic games with average criteria
• scientific article; zbMATH DE number 665583 (Why is no real title available?)
• A necessary condition for Nash equilibrium in two-person zero-sum constrained stochastic games
• Discrete-time constrained stochastic games with the expected average payoff criteria
• Constrained average stochastic games with continuous-time independent state processes
• Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
• A characterization of stationary Nash equilibria of single controller constrained stochastic games
• Stationary almost Markov -equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
• Nonzero-sum constrained discrete-time stochastic games with uncountable state spaces
• Existence of Nash equilibria for constrained stochastic games
• Necessary and sufficient conditions for optimality in constrained general sum stochastic games
• Saddle-point calculation for constrained finite Markov chains

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