A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
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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
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