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Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption JOURNAL ARTICLE published January 2016 in Journal of Mathematical Analysis and Applications Research funded by PSF (1-450-12) | PRODEP (17332-UAAAN-CA-23) |
Nash equilibria in a class of Markov stopping games with total reward criterion JOURNAL ARTICLE published October 2021 in Mathematical Methods of Operations Research |
A characterization of exponential functionals in finite Markov chains JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research |
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach JOURNAL ARTICLE published 1 January 2003 in Mathematical Methods of Operations Research (ZOR) |
Existence of nash equilibria for constrained stochastic games JOURNAL ARTICLE published May 2006 in Mathematical Methods of Operations Research |
Bias and overtaking equilibria for zero-sum continuous-time Markov games JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research |
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains JOURNAL ARTICLE published 1 November 2002 in Mathematical Methods of Operations Research (ZOR) |
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains JOURNAL ARTICLE published February 2010 in Mathematical Methods of Operations Research |
Nash equilibria of network formation games under consent JOURNAL ARTICLE published September 2012 in Mathematical Social Sciences |
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space JOURNAL ARTICLE published 1 May 2003 in Mathematical Methods of Operations Research (ZOR) |
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games JOURNAL ARTICLE published April 2015 in Mathematical Methods of Operations Research |
The game-theoretical approach to Markov decision problems and determining Nash equilibria for stochastic positional games JOURNAL ARTICLE published 2011 in International Journal of Mathematical Modelling and Numerical Optimisation |
A forecast horizon and a stopping rule for general Markov decision processes JOURNAL ARTICLE published June 1988 in Journal of Mathematical Analysis and Applications |
Computing pure Nash and strong equilibria in bottleneck congestion games JOURNAL ARTICLE published October 2013 in Mathematical Programming |
NOTE ON PURE-STRATEGY NASH EQUILIBRIA IN MATRIX GAMES JOURNAL ARTICLE published 30 November 2012 in Bulletin of the Korean Mathematical Society |
Randomized stopping games and Markov market games JOURNAL ARTICLE published 21 November 2007 in Mathematical Methods of Operations Research |
Adaptive Markov Control Processes BOOK published 1989 in Applied Mathematical Sciences |
Simple collective equilibria in stopping games JOURNAL ARTICLE published August 2021 in Journal of Mathematical Economics |
Controlled Markov Processes BOOK CHAPTER published 1989 in Adaptive Markov Control Processes |
Adaptive control of average Markov decision chains under the Lyapunov stability condition JOURNAL ARTICLE published 1 October 2001 in Mathematical Methods of Operations Research (ZOR) |