Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach

DOI10.1137/060650623MaRDI QIDQ3614798zbMATH OpenOpenAlexFDO

Authors K. Suresh Kumar

Publication date 10 March 2009

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060650623

zbMATH Keywords

additive reward-additive transition structureapproximating Markov chaindiscounted payoff criterionNash equilibriumstochastic differential game

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

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Cited in

(16)

• Stochastic differential games: Occupation measure based approach
• Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games
• Approximating Nash equilibria in nonzero-sum games
• scientific article; zbMATH DE number 1795917 (Why is no real title available?)
• Infinite-horizon non-zero-sum stochastic differential games with additive structure
• Nash equilibria in a class of Markov stopping games
• Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games
• Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria
• Markov approximations of nonzero-sum differential games
• Two-player zero-sum stochastic differential games with random horizon
• Nash -equilibria for stochastic games with total reward functions: an approach through Markov decision processes.
• Discrete-time zero-sum Markov games with first passage criteria
• Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure
• Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics
• Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

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