{"title":"Infinite horizon stochastic differential games with uncertain future payoff structures","authors":"D. Yeung","doi":"10.1109/ICCIMA.2001.970496","DOIUrl":null,"url":null,"abstract":"The author considers infinite horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of game is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.","PeriodicalId":232504,"journal":{"name":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICCIMA.2001.970496","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The author considers infinite horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of game is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.
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