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Nonzero-sum Stochastic Games

Citations

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Cited by:

  1. Arnab Nilim & Laurent El Ghaoui, 2005. "Robust Control of Markov Decision Processes with Uncertain Transition Matrices," Operations Research, INFORMS, vol. 53(5), pages 780-798, October.
  2. Eilon Solan & Nicolas Vieille, 2000. "Uniform Value in Recursive Games," Discussion Papers 1293, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Szajowski, Krzysztof, 2007. "A game version of the Cowan-Zabczyk-Bruss' problem," Statistics & Probability Letters, Elsevier, vol. 77(17), pages 1683-1689, November.
  4. Yuri Kifer, 2012. "Dynkin Games and Israeli Options," Papers 1209.1791, arXiv.org.
  5. Shmaya, Eran & Solan, Eilon, 2004. "Zero-sum dynamic games and a stochastic variation of Ramsey's theorem," Stochastic Processes and their Applications, Elsevier, vol. 112(2), pages 319-329, August.
  6. Anna Krasnosielska-Kobos & Elżbieta Ferenstein, 2013. "Construction of Nash Equilibrium in a Game Version of Elfving’s Multiple Stopping Problem," Dynamic Games and Applications, Springer, vol. 3(2), pages 220-235, June.
  7. Mabel M. TIDBALL & Eitan ALTMAN, 1994. "Approximations In Dynamic Zero-Sum Games," Game Theory and Information 9401001, University Library of Munich, Germany.
  8. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
  9. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2013. "Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information," Dynamic Games and Applications, Springer, vol. 3(2), pages 187-206, June.
  10. T. E. S. Raghavan & Zamir Syed, 2002. "Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games," Mathematics of Operations Research, INFORMS, vol. 27(2), pages 384-400, May.
  11. Sylvain Sorin & Guillaume Vigeral, 2016. "Operator approach to values of stochastic games with varying stage duration," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 389-410, March.
  12. F. Thomas Bruss, 2021. "Combined Games with Randomly Delayed Beginnings," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
  13. repec:spr:compst:v:66:y:2007:i:3:p:531-544 is not listed on IDEAS
  14. Yehuda (John) Levy, 2012. "A Discounted Stochastic Game with No Stationary Nash Equilibrium," Discussion Paper Series dp596r, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, revised May 2012.
  15. Janusz Matkowski & Andrzej Nowak, 2011. "On discounted dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 455-474, April.
  16. P. Herings & Ronald Peeters, 2010. "Homotopy methods to compute equilibria in game theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 119-156, January.
  17. Page Jr., F.H., 1997. "Existence of Optimal Auctions in General Environments," Other publications TiSEM 258e7c42-1fc1-41d2-aafb-4, Tilburg University, School of Economics and Management.
  18. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.
  19. Page, Frank, 2016. "Stationary Markov equilibria for approximable discounted stochastic games," LSE Research Online Documents on Economics 67808, London School of Economics and Political Science, LSE Library.
  20. David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.
  21. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.
  22. Page Jr., Frank H., 1998. "Existence of optimal auctions in general environments," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 389-418, May.
  23. Ramsey, David M. & Szajowski, Krzysztof, 2008. "Selection of a correlated equilibrium in Markov stopping games," European Journal of Operational Research, Elsevier, vol. 184(1), pages 185-206, January.
  24. Gong, Rui & Page, Frank & Wooders, Myrna, 2015. "Endogenous correlated network dynamics," LSE Research Online Documents on Economics 65098, London School of Economics and Political Science, LSE Library.
  25. A. Jaśkiewicz, 2004. "On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes," Mathematics of Operations Research, INFORMS, vol. 29(2), pages 326-338, May.
  26. Garud N. Iyengar, 2005. "Robust Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 30(2), pages 257-280, May.
  27. Page, F H, Jr, 1991. "Optimal Contract Mechanisms for Principal-Agent Problems with Moral Hazard and Adverse Selection," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(4), pages 323-338, October.
  28. Said Hamadène & Mohammed Hassani, 2014. "The multi-player nonzero-sum Dynkin game in discrete time," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 79(2), pages 179-194, April.
  29. Page Jr., F.H., 1994. "Optimal Auction Design with Risk Aversion and Correlated Information," Other publications TiSEM ac23fdfa-b35c-4015-9c5c-e, Tilburg University, School of Economics and Management.
  30. Elżbieta Ferenstein, 2007. "Randomized stopping games and Markov market games," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(3), pages 531-544, December.
  31. Dang, Chuangyin & Herings, P. Jean-Jacques & Li, Peixuan, 2020. "An Interior-Point Path-Following Method to Compute Stationary Equilibria in Stochastic Games," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
  32. Yuval Heller, 2012. "Sequential Correlated Equilibria in Stopping Games," Operations Research, INFORMS, vol. 60(1), pages 209-224, February.
  33. N. Krishnamurthy & S. K. Neogy, 2020. "On Lemke processibility of LCP formulations for solving discounted switching control stochastic games," Annals of Operations Research, Springer, vol. 295(2), pages 633-644, December.
  34. Barelli, Paulo & Duggan, John, 2014. "A note on semi-Markov perfect equilibria in discounted stochastic games," Journal of Economic Theory, Elsevier, vol. 151(C), pages 596-604.
  35. A. S. Nowak, 2010. "On a Noncooperative Stochastic Game Played by Internally Cooperating Generations," Journal of Optimization Theory and Applications, Springer, vol. 144(1), pages 88-106, January.
  36. Anna Krasnosielska-Kobos, 2016. "Construction of Nash equilibrium based on multiple stopping problem in multi-person game," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(1), pages 53-70, February.
  37. Page Jr., F.H., 1994. "Optimal Auction Design with Risk Aversion and Correlated Information," Discussion Paper 1994-109, Tilburg University, Center for Economic Research.
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