Saddle points of discrete Markov zero-sum game with stopping

DOI10.1016/J.AUTOMATICA.2012.06.012MaRDI QIDQ2391503zbMATH OpenOpenAlexFDO

Authors Xun Li, Jie Shen, Qingshuo Song

Publication date 31 July 2013

Published in Automatica (Search for Journal in Brave)

Full work available at URL http://www.sciencedirect.com/science/article/pii/S0005109812002634

zbMATH Keywords

dynamic gamedynamic programming principlesaddle pointsMarkov chain approximation

Mathematics Subject Classification ID

Differential games and control (49N70) Dynamic programming in optimal control and differential games (49L20) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Optimal stochastic control (93E20)

Recommendations

• Zero-sum stochastic games with stopping and control
• Differential game with discrete stopping time
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Cites work

• scientific article; zbMATH DE number 1577097 (Why is no real title available?)
• scientific article; zbMATH DE number 4125214 (Why is no real title available?)
• scientific article; zbMATH DE number 3365085 (Why is no real title available?)
• Controlled Markov processes and viscosity solutions
• Convergence of Markov chain approximation on generalized HJB equation and its applications
• Minimax Theorems
• Numerical Approximations for Stochastic Differential Games
• Numerical Solutions for Stochastic Differential Games With Regime Switching
• On general minimax theorems
• Risk-Sensitive Control on an Infinite Time Horizon

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