Constrained stochastic games with the average payoff criteria

DOI10.1016/j.orl.2014.12.003zbMath1408.91028OpenAlexW2046313777MaRDI QIDQ1785327

Xian Chen, Qingda Wei

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

nonzero-sum gamesvanishing discount approachconstrained Nash equilibriaaverage payoff criteria

Mathematics Subject Classification ID

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

Related Items (8)

Constrained average stochastic games with continuous-time independent state processes ⋮ Continuous-time constrained stochastic games with average criteria ⋮ Constrained stochastic differential games with additive structure: average and discount payoffs ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Risk-sensitive average equilibria for discrete-time stochastic games ⋮ Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Discrete-time constrained stochastic games with the expected average payoff criteria

Cites Work

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• Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases
• Stochastic Games

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