On the optimality equation for zero-sum ergodic stochastic games
From MaRDI portal
Publication:1397013
DOI10.1007/s001860100144zbMath1102.91305OpenAlexW2064281508MaRDI QIDQ1397013
Andrzej S. Nowak, Anna Jaśkiewicz
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860100144
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Transition functions, generators and resolvents (60J35)
Related Items (7)
On the optimality equation for average cost Markov control processes with Feller transition probabilities ⋮ Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces ⋮ Equilibrium in two-player stochastic games with shift-invariant payoffs ⋮ A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs ⋮ An approach problem for a discrete system with random perturbations ⋮ New optimality conditions for average-payoff continuous-time Markov games in Polish spaces ⋮ An accretive operator approach to ergodic zero-sum stochastic games
This page was built for publication: On the optimality equation for zero-sum ergodic stochastic games