Levy, Yehuda - In: Dynamic Games and Applications 3 (2013) 2, pp. 279-312
We study nonzero-sum continuous-time stochastic games, also known as continuous-time Markov games, of fixed duration … profile to be an equilibrium via differential inclusions, both directly and also by modeling continuous-time stochastic as … strategies in continuous time and show that approximate equilibria always exist. Copyright Springer Science+Business Media New …