Continuous-time constrained stochastic games with average criteria

DOI10.1016/j.orl.2017.11.006OpenAlexW2771680068MaRDI QIDQ2417061

Binfu Wang, Wen-Zhao Zhang, DeWang Chen

Publication date: 11 June 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.11.006

zbMATH Keywords

constrained Nash equilibrianonzero-sum gamevanishing discount methodaverage criteria

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (6)

Constrained average stochastic games with continuous-time independent state processes ⋮ Average stochastic games for continuous-time jump processes ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Nonzero-sum stochastic games with probability criteria ⋮ Discrete-time constrained stochastic games with the expected average payoff criteria

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