Continuous-time zero-sum games with probability criterion

DOI10.1080/07362994.2021.1871627MaRDI QIDQ3383687zbMATH OpenOpenAlexFDO

Authors Arnab Bhabak, Subhamay Saha

Publication date 16 December 2021

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2021.1871627

zbMATH Keywords

optimal policiesprobability criterionShapley equationsvalue of gamezero-sum game

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

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Cites work

• A probability criterion for zero-sum stochastic games
• Continuous-time Markov decision processes. Theory and applications
• Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
• scientific article; zbMATH DE number 1325008 (Why is no real title available?)
• Markov decision processes associated with two threshold probability criteria
• Measurable Selection Theorems for Minimax Stochastic Optimization Problems
• Minimax Theorems
• Minimising a threshold probability in discounted Markov decision processes
• Minimizing risk models in Markov decision processes with policies depending on target values
• Minimum risk probability for finite horizon semi-Markov decision processes
• Nonzero-sum stochastic games with probability criteria
• Optimal threshold probability and expectation in semi-Markov decision processes
• Performance analysis for controlled semi-Markov systems with application to maintenance
• Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon
• Target-level criterion in Markov decision processes
• The risk probability criterion for discounted continuous-time Markov decision processes
• Threshold probability of non-terminal type in finite horizon Markov decision processes

Cited in

(7)

• A probability criterion for zero-sum stochastic games
• Zero-sum continuous-time Markov pure jump game over a fixed duration
• Continuous-time zero-sum stochastic game with stopping and control
• Zero-sum semi-Markov games with a probability criterion
• The Value of Zero-Sum Stopping Games in Continuous Time
• Nonstationary nonzero-sum Markov games under a probability criterion
• Nonzero-sum stochastic games with probability criteria

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