Zero-Sum Markov Games with Impulse Controls

DOI10.1137/18M1229365zbMath1452.91027OpenAlexW3008536234MaRDI QIDQ5218228

Arnab K. Basu, Łukasz Stettner

Publication date: 2 March 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://epubs.siam.org/doi/pdf/10.1137/18M1229365

zbMATH Keywords

zero-sum gamesimpulse controlsstopping timesdiscounted costsaddle-point strategiesIsaacs-Bellman equationsDynkin's stopping gameFeller-Markov processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55) Impulsive control/observation systems (93C27)

Related Items (9)

Differential game with discrete stopping time ⋮ On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes ⋮ Asymptotics of impulse control problem with multiplicative reward ⋮ Long-Run Impulse Control with Generalized Discounting ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Unnamed Item ⋮ Risk sensitive optimal stopping ⋮ Nash equilibria in a class of Markov stopping games with total reward criterion ⋮ A differential game with the possibility of early termination

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