Generalized dynamic games with durable strategies under uncertain planning horizon

DOI10.1016/J.CAM.2021.113595zbMATH Open1466.91035OpenAlexW3153444830MaRDI QIDQ2029664FDOQ2029664

Authors: David W. K. Yeung, Leon A. Petrosyan 

Publication date: 3 June 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113595

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zbMATH Keywords

dynamic optimizationdynamic gamesrandom horizondurable strategiesnoncooperative game equilibriumsubgame consistent solution

Mathematics Subject Classification ID

Cooperative games (91A12) Noncooperative games (91A10) Dynamic games (91A25) Equilibrium refinements (91A11)

Cites Work

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Cited In (3)

• Consistency of equilibrium stacks in finite uniform approximation of a noncooperative game played with staircase-function strategies
• Dynamic games in management science with interest rate uncertainty
• Guaranteeing cost strategies for infinite horizon difference games with uncertain dynamics

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