An Update on Continuous-Time Stochastic Games of Fixed Duration

被引：0
|
作者：
Yehuda John Levy
机构：
[1] University of Glasgow,Adam Smith Business School
来源：
Dynamic Games and Applications | 2021年 / 11卷
关键词：
Stochastic games; Continuous-time games; Equilibrium existence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper shows that continuous-time stochastic games of fixed duration need not possess equilibria in Markov strategies. The example requires payoffs and transitions to depend on time in a continuous but irregular (almost nowhere almost differentiable) way. This example offers a correction to the erroneous construction presented previously in Levy (Dyn Games Appl 3(2):279–312, 2013. https://doi.org/10.1007/s13235-012-0067-2).
引用
收藏
页码：418 / 432
页数：14
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