Stochastic games with short-stage duration

DOI10.1007/s13235-013-0083-xzbMath1273.91051OpenAlexW2093532590MaRDI QIDQ367437

Abraham Neyman

Publication date: 16 September 2013

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: http://ratio.huji.ac.il/sites/default/files/publications/dp636.pdf

zbMATH Keywords

stochastic gamesuniform valuecontinuous-time stochastic gamesequilibrium of stochastic gamesmultistage games with short-stage durationuniform equilibrium payoffs

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (11)

Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ Operator approach to values of stochastic games with varying stage duration ⋮ A two-player zero-sum game where only one player observes a Brownian motion ⋮ Stochastic Games ⋮ On preemption in discrete and continuous time ⋮ On repeated games with imperfect public monitoring: from discrete to continuous time ⋮ Continuous-time stochastic games ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ A formula for the value of a stochastic game ⋮ A limit theorem for Markov decision processes ⋮ Discrete time mean field games: the short-stage limit

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A zero-sum stochastic game with compact action sets and no asymptotic value
• Continuous-time stochastic games of fixed duration
• Correlated equilibrium in stochastic games
• Continuity of the value of competitive Markov decision processes
• Continuous-time stochastic games
• The Asymptotic Theory of Stochastic Games
• Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
• Stochastic Games
• Stochastic games

This page was built for publication: Stochastic games with short-stage duration