Continuous-time Stochastic Games
Abraham Neyman ()
Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem
Abstract:
Every continuous-time stochastic game with finitely many states and actions has a uniform and limiting-average equilibrium payoff.
Pages: 68 pages
Date: 2012-08
New Economics Papers: this item is included in nep-gth, nep-hpe and nep-mic
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)
Downloads: (external link)
http://ratio.huji.ac.il/sites/default/files/publications/dp616.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://ratio.huji.ac.il/sites/default/files/publications/dp616.pdf [302 Moved Temporarily]--> https://ratio.huji.ac.il/sites/default/files/publications/dp616.pdf)
Related works:
Journal Article: Continuous-time stochastic games (2017) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:huj:dispap:dp616
Access Statistics for this paper
More papers in Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Contact information at EDIRC.
Bibliographic data for series maintained by Michael Simkin ().