New optimality conditions for average-payoff continuous-time Markov games in Polish spaces

DOI10.1007/s11425-011-4186-9zbMath1230.91016OpenAlexW2072806766MaRDI QIDQ547403

Xianping Guo, Onésimo Hernández-Lerma

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-011-4186-9

zbMATH Keywords

average payoffsunbounded transition ratesoptimality inequalitieszero-sum stochastic Markov games

Mathematics Subject Classification ID

Related Items (8)

Discrete-time zero-sum Markov games with first passage criteria ⋮ Zero-sum discounted reward criterion games for piecewise deterministic Markov processes ⋮ Zero-sum continuous-time Markov pure jump game over a fixed duration ⋮ Continuous-time zero-sum stochastic game with stopping and control ⋮ A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates ⋮ Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games

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