Continuous-time stochastic games with a finite number of states have substantial computational and conceptual advantages over the more common discrete-time model. In particular, continuous time avoids a curse of dimensionality and speeds up computations by orders of magnitude in games with more...

Discrete-time stochastic games with a finite number of states have been widely ap- plied to study the strategic interactions among forward-looking players in dynamic en- vironments. However, these games suffer from a "curse of dimensionality" since the cost of computing players' expectations...

Discrete-time stochastic games with a finite number of states have been widely applied to study the strategic interactions among forward-looking players in dynamic environments. These games suffer from a “curse of dimensionality” when the cost of computing players’ expectations over all...