On the optimality equation for zero-sum ergodic stochastic games

DOI10.1007/S001860100144zbMATH Open1102.91305OpenAlexW2064281508MaRDI QIDQ1397013FDOQ1397013

Authors: Anna Jaskiewicz, Andrzej S. Nowak 

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

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Mathematics Subject Classification ID

2-person games (91A05) Transition functions, generators and resolvents (60J35) Stochastic games, stochastic differential games (91A15)

Cited In (12)

• Ergodicity conditions for zero-sum games
• Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
• New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
• Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information
• On the optimality equation for average cost Markov control processes with Feller transition probabilities
• An accretive operator approach to ergodic zero-sum stochastic games
• Limit optimal trajectories in zero-sum stochastic games
• Zero-sum stochastic games with average payoffs: new optimality conditions
• 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
• An approach problem for a discrete system with random perturbations
• A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs

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