Discrete-time zero-sum Markov games with first passage criteria

DOI10.1080/02331934.2016.1278001zbMath1369.91015OpenAlexW2577607624MaRDI QIDQ5277954

Qiuli Liu, Xiangxiang Huang

Publication date: 12 July 2017

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2016.1278001

zbMATH Keywords

first passage timeoptimal policystate-dependentzero-sum stochastic gamesdiscount payoff

Mathematics Subject Classification ID

2-person games (91A05) Inventory, storage, reservoirs (90B05) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Constrained average stochastic games with continuous-time independent state processes ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs ⋮ Nonzero-sum stochastic games with probability criteria

Cites Work

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• Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
• $\varepsilon$-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
• Minimax Theorems
• Stochastic Games

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