Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion

DOI10.1016/j.orl.2014.12.004zbMath1408.91024OpenAlexW2040225235MaRDI QIDQ1785336

Ismael Hernández-Noriega, Tomás Prieto-Rumeau, José María Lorenzo

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2014.12.004

zbMATH Keywords

average payoffpolicy iteration algorithmapproximation of game modelscontinuous-time zero-sum Markov games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

Related Items (2)

Zero-sum infinite-horizon discounted piecewise deterministic Markov games ⋮ Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances

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• Contraction Mappings in the Theory Underlying Dynamic Programming
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