Pages that link to "Item:Q3440241"
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The following pages link to Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities (Q3440241):
Displaying 34 items.
- A note on König and close convexity in minimax theorems (Q306293) (← links)
- Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side (Q351790) (← links)
- Turnpike theorems for Markov games (Q369470) (← links)
- Robust Markov control processes (Q401072) (← links)
- Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
- Uniform Fatou's lemma (Q530342) (← links)
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces (Q547403) (← links)
- Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
- On the optimality equation for zero-sum ergodic stochastic games (Q1397013) (← links)
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
- Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games (Q1651300) (← links)
- A probability criterion for zero-sum stochastic games (Q1686348) (← links)
- Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies (Q1741212) (← links)
- Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects (Q2062244) (← links)
- Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
- Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem (Q2118998) (← links)
- Parameterized games of perfect information (Q2177793) (← links)
- On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
- An accretive operator approach to ergodic zero-sum stochastic games (Q2274616) (← links)
- Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
- Ergodicity of filtering process by vanishing discount approach (Q2474453) (← links)
- Partially observable total-cost Markov decision processes with weakly continuous transition probabilities (Q2806825) (← links)
- Determining the distribution of the duration of stationary games for zero-order Markov processes with final sequence of states (Q2833434) (← links)
- Ergodic Bellman systems for stochastic games in arbitrary dimension (Q4833596) (← links)
- Optimal Control of Piecewise Deterministic Markov Processes (Q5050079) (← links)
- Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes (Q5087027) (← links)
- Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award (Q5135660) (← links)
- Stochastic Games (Q5149735) (← links)
- Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Markov games with unknown random state-actions-dependent discount factors: empirical estimation (Q6569776) (← links)
- Zero-sum non-stationary stochastic games with the long-run average criterion (Q6622700) (← links)
