Zero-sum stochastic games with stopping and control

DOI10.1016/j.orl.2007.02.002zbMath1210.91016OpenAlexW1981004933MaRDI QIDQ2467456

K. S. Mallikarjuna Rao, Mrinal K. Ghosh

Publication date: 21 January 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2007.02.002

zbMATH Keywords

stopping timestrategyvaluestochastic gamesaddle point equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (2)

Continuous-time zero-sum stochastic game with stopping and control ⋮ Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption

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• Stopping games with randomized strategies

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