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On Nonterminating Stochastic Games
Management Science, 1966A stochastic game is played in a sequence of steps; at each step the play is said to be in some state i, chosen from a finite collection of states. If the play is in state i, the first player chooses move k and the second player chooses move l, then the first player receives a reward akli, and, with probability pklij, the next state is j. The concept
A. J. Hoffman, R. M. Karp
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Discounted Stochastic Ratio Games
SIAM Journal on Algebraic Discrete Methods, 1980In 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.
Aggarwal, V. +2 more
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Discontinuous stochastic games
Economic Theory, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Cooperation in Stochastic OLG games
Journal of Economic Theory, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MESSNER, MATTHIAS, M. Polborn
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2020
First defined in a seminal paper by Shapley [84], a finite zero-sum stochastic game can be described as follows. Consider a two-player zero-sum game with a finite state space S, and finite action space \(A_1\) and \(A_2\) for player-1 and player-2, respectively.
T. Parthasarathy, Sujatha Babu
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First defined in a seminal paper by Shapley [84], a finite zero-sum stochastic game can be described as follows. Consider a two-player zero-sum game with a finite state space S, and finite action space \(A_1\) and \(A_2\) for player-1 and player-2, respectively.
T. Parthasarathy, Sujatha Babu
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Stochastic differential portfolio games
Journal of Applied Probability, 1998We study stochastic dynamic investment games in continuous time between two investors (players) who have available two different, but possibly correlated, investment opportunities. There is a single payoff function which depends on both investors’ wealth processes.
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SIAM Journal on Applied Mathematics, 1978
An object is hidden at a point e on the segment $[ {a,b} )$. A searcher tries to locate it by choosing points $x_i $ and asking: Is egreater than $x_i $ ?There is a positive probability of obtaining a wrong answer to these questions. The searcher wishes to locate the object in the smallest set possible in spite of the fact that some of the information ...
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An object is hidden at a point e on the segment $[ {a,b} )$. A searcher tries to locate it by choosing points $x_i $ and asking: Is egreater than $x_i $ ?There is a positive probability of obtaining a wrong answer to these questions. The searcher wishes to locate the object in the smallest set possible in spite of the fact that some of the information ...
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2020
Consider a two-player stochastic game with finite state space S and finite action sets A and B.
T. Parthasarathy, Sujatha Babu
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Consider a two-player stochastic game with finite state space S and finite action sets A and B.
T. Parthasarathy, Sujatha Babu
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1997
For many decision problems evolving in discrete time, it is natural to sum the payoffs earned at the different time points. For instance, in Chapter 2 the discounted Markov decision problem was shown to be equivalent to a stopping problem of a certain type, guaranteeing that the sum of the payoffs remains finite.
Jerzy Filar, Koos Vrieze
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For many decision problems evolving in discrete time, it is natural to sum the payoffs earned at the different time points. For instance, in Chapter 2 the discounted Markov decision problem was shown to be equivalent to a stopping problem of a certain type, guaranteeing that the sum of the payoffs remains finite.
Jerzy Filar, Koos Vrieze
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Stochastic Differential Game Techniques
1981The paper deals with the theory of stochastic differential games and includes a comprehensive review of the subject under discussion. The main aspects of stochastic differential games discussed in the paper are: problem formulation, solution concepts and the difficulties encountered in trying to obtain a solution.
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