Continuous-time stochastic games

Abraham Neyman ()

Games and Economic Behavior, 2017, vol. 104, issue C, 92-130

Abstract: We study continuous-time stochastic games, with a focus on the existence of their equilibria that are insensitive to a small imprecision in the specification of players' evaluations of streams of payoffs.

Keywords: Stochastic games; Continuous-time games; Equilibrium; Uniform equilibrium (search for similar items in EconPapers)
JEL-codes: C70 C73 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Related works:
Working Paper: Continuous-time Stochastic Games (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:gamebe:v:104:y:2017:i:c:p:92-130

DOI: 10.1016/j.geb.2017.02.004

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