Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

DOI10.1007/s11750-014-0354-8zbMath1335.91017OpenAlexW2071754605MaRDI QIDQ889099

José María Lorenzo, Tomás Prieto-Rumeau

Publication date: 6 November 2015

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-014-0354-8

zbMATH Keywords

approximation of game modelscontinuous-time zero-sum Markov gamesdiscounted payoff criterion

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

Discrete-time zero-sum Markov games with first passage criteria ⋮ Zero-sum infinite-horizon discounted piecewise deterministic Markov games ⋮ Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Optimality of Mixed Policies for Average Continuous-Time Markov Decision Processes with Constraints

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