Stationary almost Markov perfect equilibria in discounted stochastic games
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Publication:2806812
DOI10.1287/MOOR.2015.0734zbMATH Open1382.91013OpenAlexW2232397547MaRDI QIDQ2806812FDOQ2806812
Authors: Anna Jaskiewicz, Andrzej S. Nowak 
Publication date: 19 May 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2015.0734
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Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
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Cited In (26)
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- Markov-Nash equilibria in mean-field games with discounted cost
- Equilibrium in misspecified Markov decision processes
- On Markov perfect equilibria in discounted stochastic ARAT games
- Discounted stochastic games with no stationary Nash equilibrium: two examples
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
- Stationary Markov perfect equilibria in discounted stochastic games
- Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states
- Subgame-Perfect Equilibria for Stochastic Games
- Markov stationary equilibria in stochastic supermodular games with imperfect private and public information
- A note on semi-Markov perfect equilibria in discounted stochastic games
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- \(K\)-correspondences, USCOs, and fixed point problems arising in discounted stochastic games
- On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
- Risk-sensitive first passage stochastic games with unbounded costs
- Average stochastic games for continuous-time jump processes
- Existence of stationary Markov perfect equilibria in stochastic altruistic growth economies
- A survey of static and dynamic potential games
- Corrigendum to: ``Discounted stochastic games with no stationary Nash equilibrium: two examples
- Title not available (Why is that?)
- Individual upper semicontinuity and subgame perfect \(\epsilon\)-equilibria in games with almost perfect information
- Discounted stochastic games for continuous-time jump processes with an uncountable state space
- A note on Markov perfect equilibria in a class of non-stationary stochastic bequest games
- Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
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