Zero-sum stochastic games with stopping and control

DOI10.1016/J.ORL.2007.02.002zbMATH Open1210.91016OpenAlexW1981004933MaRDI QIDQ2467456FDOQ2467456

Authors: K. S. Mallikarjuna Rao, Mrinal K. Ghosh 

Publication date: 21 January 2008

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

Full work available at URL: https://doi.org/10.1016/j.orl.2007.02.002

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zbMATH Keywords

stopping timestochastic gamestrategyvaluesaddle point equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites Work

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Cited In (27)

• Title not available (Why is that?)
• Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
• On zero-sum optimal stopping games
• The Value of Zero-Sum Stopping Games in Continuous Time
• Stochastic games of control stopping for a linear diffusion
• A note on a two-person zero-sum stopping game
• A controller and a stopper game with degenerate variance control
• Continuous-time zero-sum stochastic game with stopping and control
• Non zero-sum stopping games of symmetric Markov processes
• Zero-sum continuous-time Markov games with one-side stopping
• How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
• Discrete-time stopping games with risk-sensitive discounted cost criterion
• Solving a class of zero-sum stopping game with regime switching
• Title not available (Why is that?)
• Saddle points of discrete Markov zero-sum game with stopping
• Error estimates for stochastic differential games: the adverse stopping case
• A harmonic function approach to Nash-equilibria of Kifer-type stopping games
• Title not available (Why is that?)
• Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption
• Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
• A zero-sum Poisson stopping game with asymmetric signal rates
• On the multidimensional controller-and-stopper games
• Differential game with discrete stopping time
• A zero-sum game between a singular stochastic controller and a discretionary stopper
• Title not available (Why is that?)
• Differential games of mixed type with control and stopping times

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