Stochastic games with unbounded payoffs: applications to robust control in economics
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Publication:692089
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- 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
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- Existence and uniqueness of a fixed point for local contractions
- MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS
- 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 Theorems
- Minimax optimal control of stochastic uncertain systems with relative entropy constraints
- Multifunctions with values in a space of probability measures
- Negative Dynamic Programming
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- 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 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
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- 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 Stochastic Games with Feller Transition Probabilities
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
Cited in
(32)- Continuity of equilibria for two-person zero-sum games with noncompact action sets and unbounded payoffs
- <html> Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes</html>
- Stochastic dynamic programming with non-linear discounting
- Distribution-free continuous review inventory model with controllable lead time and setup cost in the presence of a service level constraint
- Markov control models with unknown random state-action-dependent discount factors
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Feedback and open-loop Nash equilibria for LQ infinite-horizon discrete-time dynamic games
- On symmetric stochastic games of resource extraction with weakly continuous transitions
- Generalised discounting in dynamic programming with unbounded returns
- On the expected total reward with unbounded returns for Markov decision processes
- Robust Markov control processes
- Robust Markov perfect equilibria
- Note on discounted continuous-time Markov decision processes with a lower bounding function
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
- Markov decision processes with iterated coherent risk measures
- Co-design between robust \(L_1\) fault-tolerant control and discrete event-triggered communication scheme for networked control systems with transmission delay and quantisation
- Stochastic optimal growth model with risk sensitive preferences
- An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems
- Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
- Equilibria in altruistic economic growth models
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- Solutions for zero‐sum two‐player games with noncompact decision sets and unbounded payoffs
- Regime switching optimal growth model with risk sensitive preferences
- Stochastic games of resource extraction
- Discounted robust stochastic games and an application to queueing control
- Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
- Markov perfect equilibria in a dynamic decision model with quasi-hyperbolic discounting
- Constrained discounted stochastic games
- Interview with Andrzej Nowak -- laureate of the Rufus Isaacs Award
- A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces
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