Discount-sensitive equilibria in zero-sum stochastic differential games

Beatris A.  Escobedo-Trujillo

doi:10.3934/jdg.2016002

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2016, Volume 3, Issue 1: 25-50. Doi: 10.3934/jdg.2016002

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Discount-sensitive equilibria in zero-sum stochastic differential games

Beatris A. Escobedo-Trujillo^1,

1.
Engineering Faculty, Universidad Veracruzana, Coatzacoalcos, Ver. 96538

Received: April 2015

Revised: November 2015

Published: January 2016

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Abstract

We consider infinite-horizon zero-sum stochastic differential games with average payoff criteria, discount -sensitive criteria and, infinite-horizon undiscounted reward criteria which are sensitive to the growth rate of finite-horizon payoffs. These criteria include, average reward optimality, strong 0-discount optimality, strong -1-discount optimality, 0-discount optimality, bias optimality, F-strong average optimality and overtaking optimality. The main objective is to give conditions under which these criteria are interrelated.

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Mathematics Subject Classification: Primary: 91A10, 91A15, 91A25.

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