SUBGAME CONSISTENT SOLUTION FOR COOPERATIVE STOCHASTIC DYNAMIC GAMES WITH RANDOM HORIZON

DOI10.1142/S0219198912500120zbMath1258.91026MaRDI QIDQ4908594

Leon A. Petrosyan, David W. K. Yeung

Publication date: 6 March 2013

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

zbMATH Keywords

random horizonstochastic Hamilton-Jacobi-Bellman equationstochastic dynamic gamesstochastic Bellman equation

Mathematics Subject Classification ID

Cooperative games (91A12) Stochastic games, stochastic differential games (91A15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

Generalized dynamic games with durable strategies under uncertain planning horizon

Cites Work

• Subgame consistent cooperative solution of dynamic games with random horizon
• Subgame consistent cooperative solutions in stochastic differential games
• Dynamic common property resources and environmental problems
• Subgame consistent solutions for cooperative stochastic dynamic games
• Equilibria in a stochastic resource management game under imperfect information
• A cooperative stochastic differential game of transboundary industrial pollution
• Dynamically consistent cooperative solution in a differential game of transboundary industrial pollution
• Non-cooperative games
• Optimal Continuous-Parameter Stochastic Control
• Cooperative Stochastic Differential Games

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