Keyword: stochastic games

Found 5 papers in total
Stochastic Differential Games in Insider Markets via Malliavin Calculus
Stochastic Differential Games in Insider Markets via Malliavin Calculus
2014,
In this paper, we use techniques of Malliavin calculus and forward integration to...
Two‐Person Zero‐Sum Stochastic Games with Semicontinuous Payoff
Two‐Person Zero‐Sum Stochastic Games with Semicontinuous Payoff
2013,
Consider a two‐person, zero‐sum stochastic game with Borel state space S...
Continuous‐Time Stochastic Games of Fixed Duration
Continuous‐Time Stochastic Games of Fixed Duration
2013,
We study nonzero‐sum continuous‐time stochastic games, also known as...
On Canonical Forms for Zero‐Sum Stochastic Mean Payoff Games
On Canonical Forms for Zero‐Sum Stochastic Mean Payoff Games
2013,
We consider two‐person zero‐sum mean payoff undiscounted stochastic...
A Colonel Blotto Gladiator Game
A Colonel Blotto Gladiator Game
2012,
We consider a stochastic version of the well‐known Blotto game, called the...
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