Bias and overtaking equilibria for zero-sum stochastic differential games
DOI10.1007/S10957-011-9974-4zbMATH Open1264.91017OpenAlexW2171996738MaRDI QIDQ438772FDOQ438772
Beatris Adriana Escobedo-Trujillo, Onésimo Hernández-Lerma, Daniel López-Barrientos
Publication date: 31 July 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9974-4
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bias optimalityaverage (or ergodic) payoff criteriaovertaking optimalityzero-sum stochastic differential games
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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Cited In (9)
- Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games
- Nonzero-sum stochastic differential games with additive structure and average payoffs
- Discount-sensitive equilibria in zero-sum stochastic differential games
- Turnpike theorems for Markov games
- Present-biased lobbyists in linear-quadratic stochastic differential games
- Bias and overtaking equilibria for zero-sum continuous-time Markov games
- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- Constrained stochastic differential games with additive structure: average and discount payoffs
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