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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)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1016/j.jmaa.2015.07.045 Actions

Nash equilibria in a class of Markov stopping games with total reward criterion

JOURNAL ARTICLE published October 2021 in Mathematical Methods of Operations Research

Authors: Rolando Cavazos-Cadena | Mario Cantú-Sifuentes | Imelda Cerda-Delgado

https://doi.org/10.1007/s00186-021-00759-5 Actions

A characterization of exponential functionals in finite Markov chains

JOURNAL ARTICLE published December 2004 in Mathematical Methods of Operational Research

Authors: Rolando Cavazos–Cadena | Daniel Hernández–Hernández

https://doi.org/10.1007/s001860400373 Actions

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)

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

https://doi.org/10.1007/s001860200229 Actions

Existence of nash equilibria for constrained stochastic games

JOURNAL ARTICLE published May 2006 in Mathematical Methods of Operations Research

Authors: Jorge Alvarez-Mena | Onésimo Hernández-Lerma

https://doi.org/10.1007/s00186-005-0003-y Actions

Bias and overtaking equilibria for zero-sum continuous-time Markov games

JOURNAL ARTICLE published July 2005 in Mathematical Methods of Operations Research

Authors: Tomás Prieto-Rumeau | Onésimo Hernández-Lerma

https://doi.org/10.1007/s001860400392 Actions

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)

Authors: Rolando Cavazos-Cadena | Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200205 Actions

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

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s00186-009-0285-6 Actions

Nash equilibria of network formation games under consent

JOURNAL ARTICLE published September 2012 in Mathematical Social Sciences

Authors: Robert P. Gilles | Subhadip Chakrabarti | Sudipta Sarangi

https://doi.org/10.1016/j.mathsocsci.2012.03.005 Actions

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)

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860200256 Actions

On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games

JOURNAL ARTICLE published April 2015 in Mathematical Methods of Operations Research

Authors: Anna Jaśkiewicz | Andrzej S. Nowak

https://doi.org/10.1007/s00186-014-0491-8 Actions

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

Authors: Dmitrii Lozovanu

https://doi.org/10.1504/ijmmno.2011.039426 Actions

A forecast horizon and a stopping rule for general Markov decision processes

JOURNAL ARTICLE published June 1988 in Journal of Mathematical Analysis and Applications

Authors: O Hernández-Lerma | J.B Lasserre

https://doi.org/10.1016/0022-247x(88)90069-8 Actions

Computing pure Nash and strong equilibria in bottleneck congestion games

JOURNAL ARTICLE published October 2013 in Mathematical Programming

Authors: Tobias Harks | Martin Hoefer | Max Klimm | Alexander Skopalik

https://doi.org/10.1007/s10107-012-0521-3 Actions

NOTE ON PURE-STRATEGY NASH EQUILIBRIA IN MATRIX GAMES

JOURNAL ARTICLE published 30 November 2012 in Bulletin of the Korean Mathematical Society

Authors: Weidong Ma

https://doi.org/10.4134/bkms.2012.49.6.1251 Actions

Randomized stopping games and Markov market games

JOURNAL ARTICLE published 21 November 2007 in Mathematical Methods of Operations Research

Authors: Elżbieta Z. Ferenstein

https://doi.org/10.1007/s00186-006-0143-8 Actions

Adaptive Markov Control Processes

BOOK published 1989 in Applied Mathematical Sciences

Authors: O. Hernández-Lerma

https://doi.org/10.1007/978-1-4419-8714-3 Actions

Simple collective equilibria in stopping games

JOURNAL ARTICLE published August 2021 in Journal of Mathematical Economics

Authors: P. Jean-Jacques Herings | Arkadi Predtetchinski

https://doi.org/10.1016/j.jmateco.2020.102467 Actions

Controlled Markov Processes

BOOK CHAPTER published 1989 in Adaptive Markov Control Processes

Authors: O. Hernández-Lerma

https://doi.org/10.1007/978-1-4419-8714-3_1 Actions

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)

Authors: Rolando Cavazos-Cadena

https://doi.org/10.1007/s001860100138 Actions
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