Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
From MaRDI portal
Publication:1630419
DOI10.1007/s00245-017-9416-2zbMath1403.90650OpenAlexW2610133476MaRDI QIDQ1630419
François Dufour, Oswaldo L. V. Costa
Publication date: 10 December 2018
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-017-9416-2
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
- Calcul stochastique et problèmes de martingales
- Stochastic games with unbounded payoffs: applications to robust control in economics
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- Computable exponential convergence rates for stochastically ordered Markov processes
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Optimal capacity expansion under uncertainty
- Minimax Control of Discrete-Time Stochastic Systems
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- Zero-Sum Semi-Markov Games
- Continuous Average Control of Piecewise Deterministic Markov Processes
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- Minimax Theorems
This page was built for publication: Zero-sum discounted reward criterion games for piecewise deterministic Markov processes