CONTINUOUS-TIME STOPPING GAMES WITH MONOTONE REWARD STRUCTURES

被引：8

|

作者：

HUANG, CF ^{[1
]}

LI, L ^{[1
]}

机构：

[1] YALE UNIV,SCH ORG & MANAGEMENT,NEW HAVEN,CT 06520

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1990年 / 15卷 / 03期

关键词：

D O I：

10.1287/moor.15.3.496

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

收藏

页码：496 / 507

页数：12

相关论文

共 50 条

[1] CONTINUOUS-TIME CONVERGENCE RATES IN POTENTIAL AND MONOTONE GAMES
Gao, Bolin
Pavel, Lacra
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 60 (03) : 1712 - 1731
[2] Continuous-Time Discounted Mirror Descent Dynamics in Monotone Concave Games
Gao, Bolin
Pavel, Lacra
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (11) : 5451 - 5458
[3] MONOTONE STOPPING GAMES
MAMER, JW
[J]. JOURNAL OF APPLIED PROBABILITY, 1987, 24 (02) : 386 - 401
[4] Continuous-time games of timing
Laraki, R
Solan, E
Vieille, N
[J]. JOURNAL OF ECONOMIC THEORY, 2005, 120 (02) : 206 - 238
[5] Continuous-time stochastic games
Neyman, Abraham
[J]. GAMES AND ECONOMIC BEHAVIOR, 2017, 104 : 92 - 130
[6] MONOTONE STOPPING PROBLEMS AND CONTINUOUS TIME PROCESSES
IRLE, A
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 48 (01): : 49 - 56
[7] CONTINUOUS-TIME REPEATED GAMES
BERGIN, J
MACLEOD, WB
[J]. INTERNATIONAL ECONOMIC REVIEW, 1993, 34 (01) : 21 - 37
[8] Reputation in Continuous-Time Games
Faingold, Eduardo
Sannikov, Yuliy
[J]. ECONOMETRICA, 2011, 79 (03) : 773 - 876
[9] TRANSIENT ERROR BOUND ANALYSIS FOR CONTINUOUS-TIME MARKOV REWARD STRUCTURES
VANDIJK, NM
[J]. PERFORMANCE EVALUATION, 1991, 13 (03) : 147 - 158
[10] OPTIMAL STOPPING IN GAMES WITH CONTINUOUS TIME
KIFER, YI
[J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03): : 545 - &

← 1 2 3 4 5 →