Discrete-time constrained stochastic games with the expected average payoff criteria

DOI10.1080/02331934.2020.1778688MaRDI QIDQ5015985zbMATH OpenOpenAlexFDO

Authors Qingda Wei

Publication date 10 December 2021

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2020.1778688

zbMATH Keywords

constrained Nash equilibriumexpected average payoff criterionnonzero-sum gamesoptimality conditions

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Discrete-time games (91A50)

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Cited in

(14)

• Stochastic games with average payoff criterion
• Constrained stochastic differential games with additive structure: average and discount payoffs
• Continuous-time constrained stochastic games under the discounted cost criteria
• Constrained stochastic games with the average payoff criteria
• Constrained expected average stochastic games for continuous-time jump processes
• Continuous-time constrained stochastic games with average criteria
• Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs
• Constrained average stochastic games with continuous-time independent state processes
• Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
• A game theoretical approach for finding near-optimal solutions of an optimization problem
• Risk-sensitive first passage stochastic games with unbounded costs
• Constrained absorbing continuous-time stochastic games
• Nonzero-sum constrained discrete-time stochastic games with uncountable state spaces
• Existence of Nash equilibria for constrained stochastic games

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