Stationary almost Markov perfect equilibria in discounted stochastic games
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Cites work
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- A Further Generalization of the Kakutani Fixed Point Theorem, with Application to Nash Equilibrium Points
- A note on semi-Markov perfect equilibria in discounted stochastic games
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- Product Selection, Fixed Costs, and Monopolistic Competition
- Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
- Stationary Markov Equilibria
- Stationary Markov perfect equilibria in discounted stochastic games
- Stationary equilibria in discounted stochastic games with weakly interacting players
- Stochastic Games
- Subgame-Perfect Equilibria for Stochastic Games
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Cited in
(26)- Markov-Nash equilibria in mean-field games with discounted cost
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- \(K\)-correspondences, USCOs, and fixed point problems arising in discounted stochastic games
- Stationary Markov perfect equilibria in discounted stochastic games
- A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games
- Markov stationary equilibria in stochastic supermodular games with imperfect private and public information
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
- On Markov perfect equilibria in discounted stochastic ARAT games
- scientific article; zbMATH DE number 3906271 (Why is no real title available?)
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Discounted stochastic games for continuous-time jump processes with an uncountable state space
- Discounted stochastic games with no stationary Nash equilibrium: two examples
- Risk-sensitive first passage stochastic games with unbounded costs
- Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies
- Equilibrium in misspecified Markov decision processes
- A note on semi-Markov perfect equilibria in discounted stochastic games
- Corrigendum to: ``Discounted stochastic games with no stationary Nash equilibrium: two examples
- Individual upper semicontinuity and subgame perfect \(\epsilon\)-equilibria in games with almost perfect information
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
- A survey of static and dynamic potential games
- A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- Average stochastic games for continuous-time jump processes
- Subgame-Perfect Equilibria for Stochastic Games
- On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
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