Continuous-time Stochastic Games
Every continuous-time stochastic game with finitely many states and actions has a uniform and limiting-average equilibrium payoff.
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- Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007.
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843644000000000178, UCLA Department of Economics.
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- Solan, Eilon & Vieille, Nicolas, 2002.
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- Eilon Solan & Nicolas Vieille, 1998. "Correlated Equilibrium in Stochastic Games," Discussion Papers 1226, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Eilon Solan & Nicolas Vieille, 2002. "Correlated Equilibrium in Stochastic Games," Post-Print hal-00465020, HAL.
- Eilon Solan & Rakesh V. Vohra, 2002. "Correlated equilibrium payoffs and public signalling in absorbing games," International Journal of Game Theory, Springer;Game Theory Society, vol. 31(1), pages 91-121.
- Yehuda (John) Levy, 2012.
"Continuous-Time Stochastic Games of Fixed Duration,"
Discussion Paper Series
dp617, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Yehuda Levy, 2013. "Continuous-Time Stochastic Games of Fixed Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 279-312, June.
- Abraham Neyman, 1999. "Cooperation in Repeated Games when the Number of Stages is Not Commonly Known," Econometrica, Econometric Society, vol. 67(1), pages 45-64, January.
- Bergin, James & MacLeod, W Bentley, 1993. "Continuous Time Repeated Games," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(1), pages 21-37, February.
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