Constrained expected average stochastic games for continuous-time jump processes
DOI10.1007/S00245-019-09588-9zbMATH Open1468.91015OpenAlexW2950809927WikidataQ127668304 ScholiaQ127668304MaRDI QIDQ2041002FDOQ2041002
Authors: Qingda Wei
Publication date: 15 July 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-019-09588-9
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nonzero-sum gamesexpected average payoff criterionconstrained Nash equilibriumcontinuous-time jump process
Applications of branching processes (60J85) Stochastic games, stochastic differential games (91A15) Jump processes on general state spaces (60J76)
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- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
- Continuous-time constrained stochastic games with average criteria
- Continuous-time constrained stochastic games under the discounted cost criteria
- Constrained stochastic games with the average payoff criteria
Cited In (6)
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- Constrained average stochastic games with continuous-time independent state processes
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- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
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