Bias and overtaking equilibria for zero-sum stochastic differential games
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Publication:438772
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Cites work
- scientific article; zbMATH DE number 193842 (Why is no real title available?)
- scientific article; zbMATH DE number 3557566 (Why is no real title available?)
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- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- scientific article; zbMATH DE number 2202822 (Why is no real title available?)
- A counterexample on overtaking optimality
- Bias and overtaking equilibria for zero-sum continuous-time Markov games
- Blackwell Optimality for Controlled Diffusion Processes
- Characterizations of overtaking optimality for controlled diffusion processes
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Equilibrium in a dynamic game of capital accumulation with the overtaking criterion
- Equilibrium in supergames with the overtaking criterion
- Ergodic Control of Switching Diffusions
- Ergodic control of multidimensional diffusions. II: Adaptive control
- Invariant measures and evolution equations for Markov processes characterized via martingale problems
- Minimax Theorems
- Numerical Approximations for Stochastic Differential Games: The Ergodic Case
- On general minimax theorems
- On the Poisson equation for singular diffusions
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Optimal control of production rate in a failure prone manufacturing system
- Optimal strategies in a class of zero-sum ergodic stochastic games
- Sensitive equilibria for ergodic stochastic games with countable state spaces
- Some Results on the Bellman Equation of Ergodic Control
- Stochastic differential games: Occupation measure based approach
- Uniform recurrence properties of controlled diffusions and applications to optimal control
Cited in
(10)- On the use of stochastic differential games against nature to ergodic control problems with unknown parameters
- Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games
- Bias and overtaking equilibria for zero-sum continuous-time Markov games
- Turnpike theorems for Markov games
- Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information
- 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
- Nonzero-sum stochastic differential games with additive structure and average payoffs
- Discount-sensitive equilibria in zero-sum stochastic differential games
- Present-biased lobbyists in linear-quadratic stochastic differential games
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