A note on semi-Markov perfect equilibria in discounted stochastic games
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Publication:402110
DOI10.1016/j.jet.2014.03.001zbMath1296.91020OpenAlexW1999739106MaRDI QIDQ402110
Publication date: 27 August 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2014.03.001
Related Items (9)
A strategic dynamic programming method for studying short-memory equilibria of stochastic games with uncountable number of states ⋮ Discounted stochastic games for continuous-time jump processes with an uncountable state space ⋮ Markov--Nash Equilibria in Mean-Field Games with Discounted Cost ⋮ Existence of stationary bargaining equilibria ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces ⋮ Stationary Almost Markov Perfect Equilibria in Discounted Stochastic Games ⋮ Discrete-time constrained stochastic games with the expected average payoff criteria ⋮ On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
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