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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- Simon, Leo K & Stinchcombe, Maxwell B, 1989.
"Extensive Form Games in Continuous Time: Pure Strategies,"
Econometric Society, vol. 57(5), pages 1171-1214, September.
- Simon, Leo K. & Stinchcombe, Maxwell B., 1987. "Extensive From Games in Continuous Time: Pure Strategies," Department of Economics, Working Paper Series qt03x115sh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Leo K. Simon and Maxwell B. Stinchcombe., 1987. "Extensive Form Games in Continuous Time: Pure Strategies," Economics Working Papers 8746, University of California at Berkeley.
- Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007.
"Absorbing Games with Compact Action Spaces,"
843644000000000178, UCLA Department of Economics.
- 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.
- 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.
- 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.
- Eilon Solan & Nicolas Vieille, 2002.
"Correlated Equilibrium in Stochastic Games,"
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