Stochastic games with short-stage duration

DOI10.1007/S13235-013-0083-XMaRDI QIDQ367437zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 2067956 (Why is no real title available?)
• scientific article; zbMATH DE number 2067961 (Why is no real title available?)
• scientific article; zbMATH DE number 3205837 (Why is no real title available?)
• A zero-sum stochastic game with compact action sets and no asymptotic value
• Continuity of the value of competitive Markov decision processes
• Continuous-time stochastic games
• Continuous-time stochastic games of fixed duration
• Correlated equilibrium in stochastic games
• Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
• Stochastic Games
• Stochastic games
• The Asymptotic Theory of Stochastic Games

Cited in

(11)

• A limit theorem for Markov decision processes
• Discrete time mean field games: the short-stage limit
• 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
• On preemption in discrete and continuous time
• A two-player zero-sum game where only one player observes a Brownian motion
• Continuous-time stochastic games
• On repeated games with imperfect public monitoring: from discrete to continuous time
• Limit value of dynamic zero-sum games with vanishing stage duration
• A formula for the value of a stochastic game
• Stochastic games

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