Discrete time stochastic multi-player competitive games with affine payoffs

DOI10.1016/j.spa.2015.07.013zbMath1409.91027arXiv1405.2716OpenAlexW1135719930MaRDI QIDQ898397

Marek Rutkowski, Ivan Guo

Publication date: 8 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2716

zbMATH Keywords

Nash equilibriumstochastic gameoptimal equilibriumredistribution gamemulti-player gameaffine gameDynkin stopping game

Mathematics Subject Classification ID

Discrete-time games (91A50) (n)-person games, (n>2) (91A06) Stochastic games, stochastic differential games (91A15)

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