Saddle points of discrete Markov zero-sum game with stopping

DOI10.1016/J.AUTOMATICA.2012.06.012zbMATH Open1269.49075OpenAlexW1976931394MaRDI QIDQ2391503FDOQ2391503

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

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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)

Cites Work

• Controlled Markov processes and viscosity solutions
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• Minimax Theorems
• On general minimax theorems
• Numerical Approximations for Stochastic Differential Games
• Risk-Sensitive Control on an Infinite Time Horizon
• Convergence of Markov chain approximation on generalized HJB equation and its applications
• Numerical Solutions for Stochastic Differential Games With Regime Switching
• Title not available (Why is that?)

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