A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
From MaRDI portal
Publication:3506300
DOI10.1080/07362990802007095zbMath1142.91019OpenAlexW1993711035MaRDI QIDQ3506300
Publication date: 12 June 2008
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802007095
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)
Related Items (6)
Discrete-time zero-sum Markov games with first passage criteria ⋮ Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs ⋮ Interval-valued cores and interval-valued dominance cores of cooperative games endowed with interval-valued payoffs ⋮ Robust Markov control processes ⋮ A risk minimization problem for finite horizon semi-Markov decision processes with loss rates ⋮ Semi-Markov decision processes with variance minimization criterion
Cites Work
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Stochastic games with average payoff criterion
- Denumerable state stochastic games with limiting average payoff
- Zero-sum average payoff stochastic games with general state space
- On the optimality equation for zero-sum ergodic stochastic games
- Adaptive Markov control processes
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- General Irreducible Markov Chains and Non-Negative Operators
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- On N-person stochastic games by denumerable state space
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Geometric Convergence Rates for Stochastically Ordered Markov Chains
- Minimax Theorems
- Stochastic games
This page was built for publication: A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs