Stationary almost Markov -equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
DOI10.1007/S11424-024-3116-1zbMATH Open1546.91041MaRDI QIDQ6595055FDOQ6595055
Junyu Zhang, Song Huang, Yiting Wu
Publication date: 29 August 2024
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
nonzero-sum stochastic gamesBorel state spaceexpected discounted payoff criterionunbounded payoffsalmost Markov \(\varepsilon\)-equilibrium
Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Spaces of games (91A70)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Infinite dimensional analysis. A hitchhiker's guide.
- Measurable relations
- On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points
- On stochastic games in economics
- Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases
- Noncooperative Stochastic Games
- Discounted stochastic games for continuous-time jump processes with an uncountable state space
- Stationary almost Markov perfect equilibria in discounted stochastic games
- Noisy stochastic games
- $\varepsilon$-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
- Discounted stochastic games with no stationary Nash equilibrium: two examples
- Stationary equilibria in discounted stochastic games with weakly interacting players
- Nonzero-sum semi-Markov games with the expected average payoffs
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Constrained stochastic games with the average payoff criteria
- The game theoretical approach for multi-phase complex systems in chemical engineering
- Resource allocation based on DEA and non-cooperative game
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- $N$-Person Nonzero-Sum Games for Continuous-Time Jump Processes With Varying Discount Factors
This page was built for publication: Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595055)