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

DOI10.1093/IMAMCI/DNV045MaRDI QIDQ4684036zbMATH OpenOpenAlexFDO

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

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

average payoffstochastic differential gamesadditive structurediscounted payoff

Mathematics Subject Classification ID

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

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Cited in

(10)

• 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
• Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach
• Correlated equilibria for infinite horizon nonzero-sum stochastic differential games
• Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
• Infinite-horizon stochastic differential games with branching payoffs.
• Nonzero-sum stochastic games with unbounded discounted payoff
• Discounted stochastic games for continuous-time jump processes with an uncountable state space
• Constrained stochastic differential games with additive structure: average and discount payoffs

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