Successive approximations in partially observable controlled Markov chains with risk-sensitive average criterion

JOURNAL ARTICLE published December 2005 in Stochastics

Authors: Rolando Cavazos-Cadena | Daniel Hernández-Hernández

Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games

JOURNAL ARTICLE published June 1990 in Stochastics and Stochastic Reports

Authors: P. Cattiaux | J. P. Lepeltier

Optimal ergodic control of Markov diffusion processes with minimum variance

JOURNAL ARTICLE published December 2013 in Stochastics

Authors: Héctor Jasso-Fuentes | Onésimo Hernández-Lerma

On the poisson equation and optimal stopping of ergodic markov processes

JOURNAL ARTICLE published July 1986 in Stochastics

Authors: Lukasz Stettner

Stochastic differential games: the potential approach

JOURNAL ARTICLE published 2 October 2020 in Stochastics

Research funded by Consejo Nacional de Ciencia y Tecnología (221291)

Authors: A. Fonseca-Morales | O. Hernández-Lerma

An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space

JOURNAL ARTICLE published 3 October 2017 in Stochastics

Authors: Rani Basna | Astrid Hilbert | Vassili N. Kolokoltsov

Optimal stopping and stochastic control differential games for jump diffusions

JOURNAL ARTICLE published February 2013 in Stochastics

Authors: Fouzia Baghery | Sven Haadem | Bernt Øksendal | Isabelle Turpin