Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

DOI10.3150/bj/1137421638zbMath1125.91016OpenAlexW1992301247MaRDI QIDQ850717

Xianping Guo, Onésimo Hernández-Lerma

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1137421638

zbMATH Keywords

value of the gamediscounted payoffszero-sum Markov gamescontrolled Q-process

Mathematics Subject Classification ID

2-person games (91A05) Queueing theory (aspects of probability theory) (60K25) Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27)

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