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

DOI10.1016/J.ORL.2014.12.004MaRDI QIDQ1785336zbMATH OpenOpenAlexFDO

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

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

approximation of game modelsaverage payoffcontinuous-time zero-sum Markov gamespolicy iteration algorithm

Mathematics Subject Classification ID

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

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Cites work

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• Discounted continuous-time controlled Markov chains: convergence of control models
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• On equivalent results in minimax theory
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• Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

Cited in

(8)

• Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
• scientific article; zbMATH DE number 440592 (Why is no real title available?)
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side
• scientific article; zbMATH DE number 1258324 (Why is no real title available?)
• Approximations in Dynamic Zero-Sum Games II
• Extremal shift rule for continuous-time zero-sum Markov games
• Zero-sum infinite-horizon discounted piecewise deterministic Markov games
• Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

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