Discount-sensitive equilibria in zero-sum stochastic differential games

DOI10.3934/jdg.2016002zbMath1391.91027OpenAlexW2323837466MaRDI QIDQ261232

Beatris Adriana Escobedo-Trujillo

Publication date: 23 March 2016

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2016002

zbMATH Keywords

additive structure\(m\)-discount optimalityNash equlibriumsensitive equilibriastrong average

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

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