Results 1 to 10 of about 250 (111)
Approximate Solutions of Continuous-Time Stochastic Games [PDF]
SIAM Journal on Control and Optimization, 2016 23 ...
Yurii Averboukh
exaly +4 more sources
The Value of Zero-Sum Stopping Games in Continuous Time [PDF]
SIAM Journal on Control and Optimization, 2005 Summary: We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do not assume any conditions on the relations between the payoff processes.
Rida Laraki, Eilon Solan
exaly +4 more sources
Continuous Time Stopping Games with Monotone Reward Structures [PDF]
Mathematics of Operations Research, 1990 We prove the existence of a Nash equilibrium for a class of continuous time stopping games when certain monotonicity conditions are satisfied.
Chi-Fu Huang
exaly +4 more sources
Continuous-time stochastic games with time-bounded reachability
Information and Computation, 2013 We study continuous-time stochastic games with time-bounded reachability objectives and time-abstract strategies. We show that each vertex in such a game has a value (i.e., an equilibrium probability), and we classify the conditions under which optimal strategies exist.
Vojtech Forejt +2 more
exaly +6 more sources
Efficient approximation of optimal control for continuous-time Markov games [PDF]
Information and Computation, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lijun Zhang +2 more
exaly +4 more sources
Guessing a random function and repeated games in continuous time
Operations Research LettersWe study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to continuous-time repeated games played with mixed strategies with delay, identify good responses of a player to any profile ...
Eilon Solan, Catherine Rainer
exaly +3 more sources
Games, 2021 Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games—in which the pure strategy space is (potentially uncountably) infinite—is far more challenging.
Sam Ganzfried
doaj +1 more source
Continuous-time games of timing [PDF]
Journal of Economic Theory, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rida Laraki +2 more
openaire +8 more sources
Mathematics, 2021 We consider a class of cooperative differential games with continuous updating making use of the Pontryagin maximum principle. It is assumed that at each moment, players have or use information about the game structure defined in a closed time interval ...
Jiangjing Zhou +3 more
doaj +1 more source
Robust Tracking Control for Non-Zero-Sum Games of Continuous-Time Uncertain Nonlinear Systems
Mathematics, 2022 In this paper, a new adaptive critic design is proposed to approximate the online Nash equilibrium solution for the robust trajectory tracking control of non-zero-sum (NZS) games for continuous-time uncertain nonlinear systems.
Chunbin Qin +4 more
doaj +1 more source