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Continuous-time Stochastic Games

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  • Abraham Neyman

Abstract

Every continuous-time stochastic game with finitely many states and actions has a uniform and limiting-average equilibrium payoff.

Suggested Citation

  • Abraham Neyman, 2012. "Continuous-time Stochastic Games," Discussion Paper Series dp616, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  • Handle: RePEc:huj:dispap:dp616
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    File URL: http://ratio.huji.ac.il/sites/default/files/publications/dp616.pdf
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    References listed on IDEAS

    as
    1. Jean-François Mertens & Abraham Neyman & Dinah Rosenberg, 2009. "Absorbing Games with Compact Action Spaces," Mathematics of Operations Research, INFORMS, vol. 34(2), pages 257-262, May.
    2. Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107662636, March.
      • Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107030206, May.
    3. Yehuda Levy, 2013. "Continuous-Time Stochastic Games of Fixed Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 279-312, June.
    4. Solan, Eilon & Vieille, Nicolas, 2002. "Correlated Equilibrium in Stochastic Games," Games and Economic Behavior, Elsevier, vol. 38(2), pages 362-399, February.
    5. Anders Martin-Löf, 1967. "Optimal Control of a Continuous-Time Markov Chain with Periodic Transition Probabilities," Operations Research, INFORMS, vol. 15(5), pages 872-881, October.
    6. Simon, Leo K & Stinchcombe, Maxwell B, 1989. "Extensive Form Games in Continuous Time: Pure Strategies," Econometrica, Econometric Society, vol. 57(5), pages 1171-1214, September.
    7. Abraham Neyman, 2013. "Stochastic Games with Short-Stage Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 236-278, June.
    8. 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.
    9. repec:eee:gamebe:v:104:y:2017:i:c:p:92-130 is not listed on IDEAS
    10. Neyman, Abraham, 2017. "Continuous-time stochastic games," Games and Economic Behavior, Elsevier, vol. 104(C), pages 92-130.
    11. 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.
    12. repec:dau:papers:123456789/6019 is not listed on IDEAS
    13. Perry Motty & Reny Philip J., 1993. "A Non-cooperative Bargaining Model with Strategically Timed Offers," Journal of Economic Theory, Elsevier, vol. 59(1), pages 50-77, February.
    14. 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.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. repec:eee:gamebe:v:104:y:2017:i:c:p:92-130 is not listed on IDEAS
    2. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    3. Laclau, Marie & Tomala, Tristan, 2017. "Repeated games with public deterministic monitoring," Journal of Economic Theory, Elsevier, vol. 169(C), pages 400-424.
    4. Abraham Neyman, 2013. "Stochastic Games with Short-Stage Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 236-278, June.
    5. Yehuda Levy, 2013. "Continuous-Time Stochastic Games of Fixed Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 279-312, June.
    6. Marie Laclau & Tristan Tomala, 2016. "Repeated games with public information revisited," Working Papers hal-01285326, HAL.
    7. Neyman, Abraham, 2017. "Continuous-time stochastic games," Games and Economic Behavior, Elsevier, vol. 104(C), pages 92-130.
    8. Marie Laclau & Tristan Tomala, 2016. "Repeated games with public information revisited," PSE Working Papers hal-01285326, HAL.

    More about this item

    JEL classification:

    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
    • C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General

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