Continuous-time stochastic games of fixed duration
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Publication:367439
DOI10.1007/s13235-012-0067-2zbMath1276.91017MaRDI QIDQ367439
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/dp617.pdf
Hamilton-Jacobi-Bellman equation; continuous-time stochastic games; correlated equilibria; Markov equilibria; non-zero-sum games
91A10: Noncooperative games
49N70: Differential games and control
91A23: Differential games (aspects of game theory)
91A06: (n)-person games, (n>2)
91A15: Stochastic games, stochastic differential games
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