Constrained expected average stochastic games for continuous-time jump processes

DOI10.1007/S00245-019-09588-9MaRDI QIDQ2041002zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

nonzero-sum gamesexpected average payoff criterionconstrained Nash equilibriumcontinuous-time jump process

Mathematics Subject Classification ID

Applications of branching processes (60J85) Stochastic games, stochastic differential games (91A15) Jump processes on general state spaces (60J76)

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Cites work

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• scientific article; zbMATH DE number 1507320 (Why is no real title available?)
• Constrained stochastic games with the average payoff criteria
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• Discounted continuous-time constrained Markov decision processes in Polish spaces
• Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints
• Existence of Nash equilibria for constrained stochastic games
• Infinite dimensional analysis. A hitchhiker's guide.
• Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies
• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
• Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
• Stochastic finance. An introduction in discrete time
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• Stochastic optimal control. The discrete time case
• Strong average optimality criterion for continuous-time Markov decision processes

Cited in

(8)

• Constrained stochastic games with the average payoff criteria
• Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
• Discrete-time constrained stochastic games with the expected average payoff criteria
• Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
• Constrained average stochastic games with continuous-time independent state processes
• Constrained cost-coupled stochastic games with independent state processes
• scientific article; zbMATH DE number 1080094 (Why is no real title available?)
• Continuous-time constrained stochastic games under the discounted cost criteria

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