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Nonzero-sum risk-sensitive stochastic games on a countable state space

Basu, Arnab; Ghosh, Mrinal K. - In: Mathematics of operations research 43 (2018) 2, pp. 516-532

Persistent link: https://www.econbiz.de/10011868616

Implementing the Nash Program in Stochastic Games

Abreu, Dilip; Pearce, David - 2013

Nash' noncooperative and cooperative foundations for "bargaining with threats" are reinterpreted to achieve equilibrium selection in infinitely repeated two player games. The analysis is then extended to stochastic games, where players' choices affect the state transition matrix. Sufficient...

Persistent link: https://www.econbiz.de/10014155495

Chapter 47 Stochastic games

Mertens, Jean-François - In: Handbook of game theory with economic applications : …, (pp. 1809-1832). 2002

Persistent link: https://www.econbiz.de/10014024498

Chapter 6. Stochastic Evolutionary Game Dynamics

Wallace, Chris; Young, H. Peyton - In: Handbook of game theory with economic applications : …, (pp. 327-380). 2015

Traditional game theory studies strategic interactions in which the agents make rational decisions. Evolutionary game … theory differs in two key respects: the focus is on large populations of individuals who interact at random rather than on … form of consistency between beliefs and strategies. This chapter shows how the theory of stochastic dynamical systems can …

Persistent link: https://www.econbiz.de/10014025453

Present-biased lobbyists in linear-quadratic stochastic differential games

Lazrak, Ali; Wang, Hanxiao; Yong, Jiongmin - In: Finance and stochastics 27 (2023) 4, pp. 947-984

Persistent link: https://www.econbiz.de/10014426401

On the Nash equilibria of a duel with terminal payoffs

Kehagias, Athanasios - In: Games 14 (2023) 5, pp. 1-12

We formulate and study a two-player duel game as a terminal payoffs stochastic game. Players 𝑃1,𝑃2 are standing in place and, in every turn, each may shoot at the other (in other words, abstention is allowed). If 𝑃𝑛 shoots 𝑃𝑚 (𝑚≠𝑛), either they hit and kill them (with...

Persistent link: https://www.econbiz.de/10014426539