EuDML | Browse

Page 1

Displaying 1 – 6 of 6

On approximations of nonzero-sum uniformly continuous ergodic stochastic games

Andrzej Nowak (1999)

Applicationes Mathematicae

We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].

On Bellman systems without zero order term in the context of risk sensitive differential games

Alain Bensoussan, Jens Frehse (2001)

Mathematica Bohemica

Bellman systems corresponding to stochastic differential games arising from a cost functional which models risk aspects are considered. Here it leads to diagonal elliptic systems without zero order term so that no simple $L^{\infty}$ -estimate is available.

Displaying 1 – 6 of 6

On approximations of nonzero-sum uniformly continuous ergodic stochastic games

On Bellman systems without zero order term in the context of risk sensitive differential games

On the first occurrence of strings.

On the optimal strategy in a random game.

On ɛ-optimal strategies in discounted Markov games

Optimal decision rules

Currently displaying 1 – 6 of 6