Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
From MaRDI portal
Publication:850717
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
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)
Related Items
Operator approach to values of stochastic games with varying stage duration, Discrete-time zero-sum Markov games with first passage criteria, Zero-sum stochastic games with average payoffs: new optimality conditions, Structure of approximate solutions of dynamic continuous time zero-sum games, Differential game with discrete stopping time, Turnpike theorems for Markov games, Continuous-time zero-sum stochastic game with stopping and control, Two-person zero-sum stochastic games with varying discount factors, Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion, Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates, Best-response dynamics in zero-sum stochastic games, Unnamed Item, Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs, A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder), Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration, Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion, Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games, A differential game with the possibility of early termination
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamic noncooperative game theory
- Continuous-time Markov chains. An applications-oriented approach
- On an N-person noncooperative Markov game with a metric state space
- Continuous-time controlled Markov chains.
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
- On Homogeneous Markov Models with Continuous Time and Finite or Countable State Space
- Zero-sum two-person semi-Markov games
- On Dynamic Programming with Unbounded Rewards
- Note—A Note on Dynamic Programming with Unbounded Rewards
- ON CONTINUOUS TIME MARKOV GAMES WITH COUNTABLE STATE SPACE
- A convergence method for stochastic differential games with a small parameter
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
- Zero-sum stochastic games with unbounded costs: Discounted and average cost cases
- A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Semi-Markov Decision Processes with Unbounded Rewards
- Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
- Minimax Theorems
- Stochastic Games
