Continuous-time zero-sum games with probability criterion

DOI10.1080/07362994.2021.1871627zbMath1489.91006OpenAlexW3118312717MaRDI QIDQ3383687

Subhamay Saha, Arnab Bhabak

Publication date: 16 December 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1871627

zbMATH Keywords

zero-sum gameoptimal policiesprobability criterionvalue of gameShapley equations

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27)

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