Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

DOI10.1007/s11425-012-4515-7zbMath1264.91011OpenAlexW1979380852MaRDI QIDQ1934418

Xianping Guo, Wen-Zhao Zhang

Publication date: 28 January 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4515-7

zbMATH Keywords

Nash equilibriumnonzero-sum gameexpected average criterionunbounded transition rates, unbounded payoff function

Mathematics Subject Classification ID

2-person games (91A05) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (10)

Average stochastic games for continuous-time jump processes ⋮ A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ Stochastic games for continuous-time jump processes under finite-horizon payoff criterion ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Implementation and evaluation of global and partitioned scheduling in a real-time OS ⋮ Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion ⋮ Constrained expected average stochastic games for continuous-time jump processes ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors

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