Pages that link to "Item:Q3440241"

The following pages link to Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities (Q3440241):

Displaying 24 items.

• A note on König and close convexity in minimax theorems (Q306293) (← links)
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side (Q351790) (← links)
• Turnpike theorems for Markov games (Q369470) (← links)
• Robust Markov control processes (Q401072) (← links)
• Average control of Markov decision processes with Feller transition probabilities and general action spaces (Q450971) (← links)
• Uniform Fatou's lemma (Q530342) (← links)
• New optimality conditions for average-payoff continuous-time Markov games in Polish spaces (Q547403) (← links)
• Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
• Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities (Q1028603) (← links)
• Zero-sum discounted reward criterion games for piecewise deterministic Markov processes (Q1630419) (← links)
• Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games (Q1651300) (← links)
• A probability criterion for zero-sum stochastic games (Q1686348) (← links)
• Zero-sum Markov games with random state-actions-dependent discount factors: existence of optimal strategies (Q1741212) (← links)
• Solutions of the average cost optimality equation for Markov decision processes with weakly continuous kernel: the fixed-point approach revisited (Q1748297) (← links)
• A mean field approach for discounted zero-sum games in a class of systems of interacting objects (Q2062244) (← links)
• Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
• Zero-sum average cost semi-Markov games with weakly continuous transition probabilities and a minimax semi-Markov inventory problem (Q2118998) (← links)
• Parameterized games of perfect information (Q2177793) (← links)
• On the vanishing discount factor approach for Markov decision processes with weakly continuous transition probabilities (Q2264001) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Ergodicity of filtering process by vanishing discount approach (Q2474453) (← links)
• Partially Observable Total-Cost Markov Decision Processes with Weakly Continuous Transition Probabilities (Q2806825) (← links)
• Interview with Andrzej Nowak - Laureate of the Rufus Isaacs Award (Q5135660) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)