We consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a Nash equilibrium under the generalised Isaac's conditions. We also study the case of interacting players of different type
Abstract. This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic...
We study two-person stochastic games on a Polish state and compact action spaces and with average pa...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
We consider non zero-sum games where multiple players control the drift of a process, and their payo...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
We present and study a notion of ergodicity for deterministic zero-sum differential games that exten...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
AbstractThe paper deals with N-person nonzero-sum games in which the dynamics is described by Ito st...
AbstractIn this paper, we study Nash equilibrium payoffs for two-player nonzero-sum stochastic diffe...
We present a notion of ergodicity for deterministic zero-sum differential games that extends the one...
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games fo...
Many dynamic economic situations, including certain markets, can be fruitfully modeled as binary-act...
We develop a new constructive method for proving the existence of Nash equilibrium for a class of no...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
Abstract. This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic...
We study two-person stochastic games on a Polish state and compact action spaces and with average pa...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
We consider non zero-sum games where multiple players control the drift of a process, and their payo...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
We present and study a notion of ergodicity for deterministic zero-sum differential games that exten...
AbstractWe study a nonzero-sum stochastic differential game where the state is a controlled reflecti...
We study a nonzero-sum stochastic differential game where the state is a controlled reflecting diffu...
AbstractThe paper deals with N-person nonzero-sum games in which the dynamics is described by Ito st...
AbstractIn this paper, we study Nash equilibrium payoffs for two-player nonzero-sum stochastic diffe...
We present a notion of ergodicity for deterministic zero-sum differential games that extends the one...
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games fo...
Many dynamic economic situations, including certain markets, can be fruitfully modeled as binary-act...
We develop a new constructive method for proving the existence of Nash equilibrium for a class of no...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...
Abstract. This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic...
We study two-person stochastic games on a Polish state and compact action spaces and with average pa...
We have studied two person stochastic differential games with multiple modes. For the zero-sum game ...