Results 231 to 240 of about 10,494 (264)

Cooperation in Stochastic OLG games

Journal of Economic Theory, 2003
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MESSNER, MATTHIAS, M. Polborn
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BLACKWELL OPTIMALITY IN STOCHASTIC GAMES [PDF]

International Game Theory Review, 2013
Blackwell optimality in a finite state-action discounted Markov decision process (MDP) gives an optimal strategy which is optimal for every discount factor close enough to one. In this article we explore this property, which we call as Blackwell–Nash equilibrium, in two player finite state-action discounted stochastic games. A strategy pair is said to
VIKAS VIKRAM SINGH, N. HEMACHANDRA, K. S. MALLIKARJUNA RAO   +2 more
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Discounted Stochastic Ratio Games

SIAM Journal on Algebraic Discrete Methods, 1980
In a recent work, the authors considered a finite state Markov ratio decision process in which the objective was to maximize the ratio of total discounted rewards. In this paper, discounted Markov ratio decision processes are generalized to discounted stochastic ratio games.
V. Aggarwal, R. Chandrasekaran, K. P. K. Nair   +2 more
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The Duel Discounted Stochastic Game

Dynamic Games and Applications, 2023
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On stochastic games in economics

Mathematical Methods of Operations Research, 2007
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CORES OF STOCHASTIC COOPERATIVE GAMES WITH STOCHASTIC ORDERS

International Game Theory Review, 2002
In this paper we analyze cooperative games where the worth of a coalition is uncertain and the players only know their probability distribution. The novelty of our analysis is that the comparison among the uncertain values is done by stochastic orders among random variables.
Francisco R. Fernández, Justo Puerto, M. J. Zafra   +2 more
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The Asymptotic Theory of Stochastic Games

Mathematics of Operations Research, 1976
We study two person, zero sum stochastic games. We prove that limn→∞{Vn/n} = limr→0rV(r), where Vn is the value of the n-stage game and V(r) is the value of the infinite-stage game with payoffs discounted at interest rate r > 0. We also show that V(r) may be expanded as a Laurent series in a fractional power of r.
Truman Bewley, Elon Kohlberg
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Continuous-time stochastic games [PDF]

Games and Economic Behavior, 2017
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Marginal Values of a Stochastic Game

Mathematics of Operations Research
Zero-sum stochastic games are parameterized by payoffs, transitions, and possibly a discount rate. In this article, we study how the main solution concepts, the discounted and undiscounted values, vary when these parameters are perturbed. We focus on the marginal values, introduced by Mills in 1956 in the context of matrix games—that is, the ...
Luc Attia, Miquel Oliu-Barton, Raimundo Saona   +2 more
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Stochastic games with information lag [PDF]

Games and Economic Behavior, 2012
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