Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players

DOI10.1007/S11750-019-00516-2zbMATH Open1458.91028OpenAlexW2944036579MaRDI QIDQ2334472FDOQ2334472

Authors Hubert Asienkiewicz, Łukasz Balbus 

Publication date 7 November 2019

Published in Top (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11750-019-00516-2

zbMATH Keywords

stochastic gamenon-expected utilityresource extraction gamerisk-sensitive player

Mathematics Subject Classification ID

2-person games (91A05) Utility theory (91B16) Stochastic games, stochastic differential games (91A15)

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Cites work

• scientific article; zbMATH DE number 18896 (Why is no real title available?)
• A note on a new class of recursive utilities in Markov decision processes
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• On perfect equilibria in stochastic models of growth with intergenerational altruism
• On symmetric stochastic games of resource extraction with weakly continuous transitions
• Precautionary Savings and the Permanent Income Hypothesis
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• Stochastic bequest games
• Stochastic optimal growth model with risk sensitive preferences
• The dynamics of risk-sensitive allocations
• Zero-sum risk-sensitive stochastic games

Cited in

(11)

• scientific article; zbMATH DE number 2202819 (Why is no real title available?)
• Payoff distribution in a multi-company extraction game with uncertain duration
• Nash equilibrium in a special case of symmetric resource extraction games
• On symmetric stochastic games of resource extraction with weakly continuous transitions
• Constructions of Nash equilibria in stochastic games of resource extraction with additive transition structure
• Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
• Stochastic games of resource extraction
• Equilibrium in a symmetric game of resource extraction with coalitional structure
• scientific article; zbMATH DE number 18896 (Why is no real title available?)
• Non-zero-sum stochastic games with recursive utilities of risk-sensitive players
• scientific article; zbMATH DE number 3869006 (Why is no real title available?)

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