Stochastic games with unbounded payoffs: applications to robust control in economics
From MaRDI portal
(Redirected from Publication:692089)
Recommendations
- Discounted robust stochastic games and an application to queueing control
- Robust Markov control processes
- Juegos estocasticos continuos: Valor y estrategias optimas
- Markovian equilibrium in a class of stochastic games: Existence theorems for discounted and undiscounted models
- Nonzero-sum stochastic games with unbounded discounted payoff
Cites work
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- Borel stochastic games with lim sup payoff
- Computable bounds for geometric convergence rates of Markov chains
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Discounted Dynamic Programming
- Discounted dynamic programming with unbounded returns: application to economic models
- Discounting long run average growth in stochastic dynamic programs
- Dynamic programming with homogeneous functions
- Dynamic variational preferences
- Existence and uniqueness of a fixed point for local contractions
- Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
- scientific article; zbMATH DE number 3599922 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 700091 (Why is no real title available?)
- scientific article; zbMATH DE number 3222422 (Why is no real title available?)
- scientific article; zbMATH DE number 3244500 (Why is no real title available?)
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- Markov chains and stochastic stability
- Markov programming by successive approximations with respect to weighted supremum norms
- Measurable relations
- Measurable selections of extrema
- Minimal Topological Spaces
- Minimax Control of Discrete-Time Stochastic Systems
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS
- Minimax Theorems
- Multifunctions with values in a space of probability measures
- Negative Dynamic Programming
- On a continuous solution to the Bellman-Poisson equation in stochastic games
- On discounted dynamic programming with unbounded returns
- On dynamic programming with unbounded returns
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- On measurable minimax selectors
- On stochastic games
- Optimal growth models with bounded or unbounded returns: A unifying approach
- Random dynamical systems. Theory and applications
- Robust Dynamic Programming
- Robust Permanent Income and Pricing
- Semicontinuous nonstationary stochastic games
- Stochastic games
- Stochastic Games
- Stochastic games with metric state space
- Stochastic optimal control. The discrete time case
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Two characterizations of optimality in dynamic programming
- Universally measurable strategies in zero-sum stochastic games
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
Cited in
(33)- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
- On symmetric stochastic games of resource extraction with weakly continuous transitions
- Stochastic optimal growth model with risk sensitive preferences
- Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
- Generalised discounting in dynamic programming with unbounded returns
- Distribution-free continuous review inventory model with controllable lead time and setup cost in the presence of a service level constraint
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs
- Constrained discounted stochastic games
- Regime switching optimal growth model with risk sensitive preferences
- Equilibria in altruistic economic growth models
- Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
- On the expected total reward with unbounded returns for Markov decision processes
- Stochastic dynamic programming with non-linear discounting
- Robust Markov perfect equilibria
- An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Markov decision processes with iterated coherent risk measures
- Discounted robust stochastic games and an application to queueing control
- Robust Markov control processes
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Stochastic games of resource extraction
- Co-design between robust \(L_1\) fault-tolerant control and discrete event-triggered communication scheme for networked control systems with transmission delay and quantisation
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- Nash -equilibria for stochastic games with total reward functions: an approach through Markov decision processes.
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs
- Feedback and open-loop Nash equilibria for LQ infinite-horizon discrete-time dynamic games
- Stationary almost Markov -equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- Strategy complexity of reachability in countable stochastic 2-player games
- Markov control models with unknown random state-action-dependent discount factors
This page was built for publication: Stochastic games with unbounded payoffs: applications to robust control in economics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q692089)
