Infinite-horizon non-zero-sum stochastic differential games with additive structure

DOI10.1093/IMAMCI/DNV045zbMath1416.91033OpenAlexW2334240971MaRDI QIDQ4684036

José Daniel López-Barrientos, Beatris Adriana Escobedo-Trujillo, Héctor Jasso-Fuentes

Publication date: 27 September 2018

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnv045

zbMATH Keywords

stochastic differential gamesaverage payoffadditive structurediscounted payoff

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15)

Related Items (5)

Discounted stochastic games for continuous-time jump processes with an uncountable state space ⋮ Blackwell-Nash Equilibria in Zero-Sum Stochastic Differential Games ⋮ Constrained stochastic differential games with additive structure: average and discount payoffs ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Discount-sensitive equilibria in zero-sum stochastic differential games

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