Stochastic games with unbounded payoffs: applications to robust control in economics
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Publication:692089
DOI10.1007/S13235-011-0013-8zbMATH Open1263.91008OpenAlexW1998246154MaRDI QIDQ692089FDOQ692089
Authors: Anna Jaskiewicz, Andrzej S. Nowak 
Publication date: 4 December 2012
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-011-0013-8
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Macroeconomic theory (monetary models, models of taxation) (91B64) Minimax problems in mathematical programming (90C47) Stochastic games, stochastic differential games (91A15) Economic growth models (91B62) Robust stability (93D09)
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Cited In (32)
- Robust Markov control processes
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- Regime switching optimal growth model with risk sensitive preferences
- Constrained discounted stochastic games
- Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces
- Stochastic games of resource extraction
- On the expected total reward with unbounded returns for Markov decision processes
- Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- On symmetric stochastic games of resource extraction with weakly continuous transitions
- Robust Markov perfect equilibria
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- <html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html>
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- Markov control models with unknown random state-action-dependent discount factors
- Note on discounted continuous-time Markov decision processes with a lower bounding function
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- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs
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