@booklet {levy-csgofd2012,
	title = {Continuous-Time Stochastic Games of Fixed Duration},
	howpublished = {Discussion Papers},
	year = {2012},
	month = {8},
	abstract = {We study non-zero-sum continuous-time stochastic games, also known as continuous-time Markov~games, of fixed duration. We concentrate on Markovian strategies. We show by way of example that~equilibria need not exist in Markovian strategies, but they always exist in Markovian~public-signal correlated strategies. To do so, we develop criteria for a strategy profile to be an~equilibrium via differential inclusions, both directly and also by modeling continuous-time~stochastic as differential games and using the Hamilton-Jacobi-Bellman equations. We also give an~interpretation of equilibria in mixed strategies in continuous-time, and show that approximate~equilibria always exist.},
	url = {/files/dp617.pdf},
	author = {Yehuda (John) Levy}
}
