Stochastic Games
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Global Newton method for stochastic games
- Pure equilibria in a simple dynamic model of strategic market game
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- Two-person second-order games. I: Formulation and transition anatomy
- Bilinear programming and structured stochastic games
- Perturbation theory of completely mixed matrix games
- Semicontinuous nonstationary stochastic games
- Optimal cartel equilibria with imperfect monitoring
- The bad match; a total reward stochastic game
- Sequential Stackelberg equilibria in two-person games
- On stochastic games with lack of information on one side
- A class of stochastic games with ordered field property
- On equilibria in repeated games with absorbing states
- Characterizing properties of the value function of stochastic games
- An orderfield property for stochastic games when one player controls transition probabilities
- Nonstationary Markov decision problems with converging parameters
- Successive approximations for average reward Markov games
- Ordered field property for stochastic games when the player who controls transitions changes from state to state
- Stochastic games with metric state space
- Conditions for characterizing the structure of optimal strategies in infinite-horizon dynamic programs
- On the asymptotic behavior of nonlinear semigroups and the range of accretive operators
- Non-cooperative n-person game with a stopped set
- A Bayesian optimization approach to find Nash equilibria
- A two-person zero-sum Markov game with a stopped set
- A dynamic model of duopoly with customer loyalties
- Fictitious play applied to sequences of games and discounted stochastic games
- The ordered field property and a finite algorithm for the Nash bargaining solution
- The complexity of stochastic games
- Repeated games with absorbing states and no signals
- Equilibrium points of rational n-person games
- The sequential truel
- Limit of multistage \(n\)-person games
- Discounted Markov games: Generalized policy iteration method
- Discounted Markov games; successive approximation and stopping times
- Discounted, positive, and noncooperative stochastic games
- Equilibrium points of infinite sequential truels
- A zero-sum stochastic game model of duopoly
- Perturbation theory for games in normal form and stochastic games
- Total reward stochastic games and sensitive average reward strategies
- Multiple perspective dynamic decision making
- Cost allocation in the Chinese postman problem
- Linear complementarity and discounted switching controller stochastic games
- On Nash equilibrium solutions in nonzero-sum stochastic games with complete information
- Computational aspects in applied stochastic control
- A short certificate of the number of universal optimal strategies for stopping simple stochastic games
- The complexity of mean payoff games on graphs
- Social learning in recurring games
- On Nash-solvability in pure stationary strategies of finite games with perfect information which may have cycles.
- Stochastic games on a graph
- A near-optimal polynomial time algorithm for learning in certain classes of stochastic games
- Bounded-parameter Markov decision processes
- Stochastic games for N players
- Two-player stochastic games. I: A reduction
- Binary games with state dependent stochastic choice
- Multiagent learning using a variable learning rate
- On non-existence of pure strategy Markov perfect equilibrium
- Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
- Compositional strategy synthesis for stochastic games with multiple objectives
- Stability and cooperative solution in stochastic games
- Approachability of convex sets in generalized quitting games
- Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games
- Zero-sum revision games
- Acceptable strategy profiles in stochastic games
- Lloyd Shapley and chess with imperfect information
- Evolutionary game theory: a renaissance
- On discounted stochastic games with incomplete information on payoffs and a security application
- A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
- Macro meets micro: stochastic (Calvo) revisions in games
- Stationary, completely mixed and symmetric optimal and equilibrium strategies in stochastic games
- Completely mixed strategies for generalized bimatrix and switching controller stochastic game
- Automated competitive analysis of real-time scheduling with graph games
- On the regularization of a cooperative solution in a multistage game with random time horizon
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies
- Uniform value for recursive games with compact action sets
- The modified stochastic game
- Energy parity games
- Constrained stochastic games with the average payoff criteria
- Conditional expectation of correspondences and economic applications
- An operator solution of stochastic games
- Stationary \(\varepsilon\)-optimal strategies in stochastic games
- Priority as extremal probability
- Stochastic games with non-observable actions
- Quantitative solution of omega-regular games
- Two-player nonzero-sum stopping games in discrete time.
- State based potential games
- Evolutionary finance and dynamic games
- Large extensive form games
- Stochastic model of network formation with asymmetric players
- Quantum games: a review of the history, current state, and interpretation
- Continuous-time stochastic games
- Subgames within large games and the heuristic of imitation
- Markov decision processes with quasi-hyperbolic discounting
- An evolutionary finance model with a risk-free asset
- A review of transport market modeling using game-theoretic principles
- On satisficing in quantitative games
- Negotiating team formation using deep reinforcement learning
- Normalizing flow policies for multi-agent systems
- Distributionally robust optimal control and MDP modeling
- Discovery and equilibrium in games with unawareness
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs
This page was built for publication: Stochastic Games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5820908)
