Continuous-time stochastic games of fixed duration
DOI10.1007/S13235-012-0067-2zbMATH Open1276.91017OpenAlexW1996085794MaRDI QIDQ367439FDOQ367439
Authors: Yehuda Levy 
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
Recommendations
Hamilton-Jacobi-Bellman equationcontinuous-time stochastic gamescorrelated equilibriaMarkov equilibrianon-zero-sum games
Differential games and control (49N70) Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)
Cites Work
- Title not available (Why is that?)
- Stochastic Games
- Convex analysis and measurable multifunctions
- Viscosity Solutions of Hamilton-Jacobi Equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Dynamic programming and optimal control. Vol. 1.
- Continuous-time stochastic games of fixed duration
- Title not available (Why is that?)
- Title not available (Why is that?)
- Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games
- Measurable relations
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- On the Strategic Stability of Equilibria
- Title not available (Why is that?)
- Title not available (Why is that?)
- Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Title not available (Why is that?)
- Markov perfect equilibrium. I: Observable actions
- Title not available (Why is that?)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies
- The law of large numbers with a continuum of i.i.d. random variables
- Noncooperative differential games
- Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
- On the existence of subgame-perfect equilibrium in infinite-action games of perfect information
- Continuous-time stochastic games
- Title not available (Why is that?)
- Controlled Jump Markov Models
- Viability theory
- Borel structures for function spaces
- Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
Cited In (16)
- An update on continuous-time stochastic games of fixed duration
- Operator approach to values of stochastic games with varying stage duration
- Dynkin game under \(g\)-expectation in continuous time
- Continuous-time stochastic games of fixed duration
- Stochastic games with short-stage duration
- Continuous-time zero-sum games with probability criterion
- Continuous-time stochastic games
- Best-response dynamics in zero-sum stochastic games
- Markov approximations of nonzero-sum differential games
- Title not available (Why is that?)
- Linear-quadratic stochastic discrete-time dynamic games with random duration
- Continuous-time games of timing
- Approximate Public-Signal Correlated Equilibria for Nonzero-Sum Differential Games
- Stochastic games
- Title not available (Why is that?)
- Extremal shift rule for continuous-time zero-sum Markov games
This page was built for publication: Continuous-time stochastic games of fixed duration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q367439)
