EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE

DOI10.1142/S0219198999000098zbMath0978.91008MaRDI QIDQ4526934

Heinz-Uwe Küenle

Publication date: 10 February 2002

Published in: International Game Theory Review (Search for Journal in Brave)

zbMATH Keywords

optimal strategiesequilibrium strategiestwo-person stochastic games

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Related Items

Remarks on sensitive equilibria in stochastic games with additive reward and transition structure, Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games, Approximation of noncooperative semi-Markov games, Constrained stochastic differential games with additive structure: average and discount payoffs, Conditionally stationary equilibria in discounted dynamic games, On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games, Nonzero-sum stochastic differential games with additive structure and average payoffs

Cites Work

• On stochastic games with additive reward and transition structure
• Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure
• The optimal reward operator in dynamic programming
• On Nash equilibrium solutions in nonzero-sum stochastic games with complete information
• Perfect information stochastic games and related classes
• Optimal Plans for Dynamic Programming Problems
• Alternative Theoretical Frameworks for Finite Horizon Discrete-Time Stochastic Optimal Control
• On N-person stochastic games by denumerable state space