Zero-sum stochastic games with unbounded costs: Discounted and average cost cases

DOI10.1007/BF01415582zbMath0833.90142MaRDI QIDQ4296295

Linn I. Sennott

Publication date: 18 March 1996

Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

zbMATH Keywords

countable state space; zero-sum stochastic game; Markov decision chain; discounted and average cost; finitely many moves; optimal randomized stationary strategy pair

Mathematics Subject Classification ID

91A15: Stochastic games, stochastic differential games

90C40: Markov and semi-Markov decision processes

Related Items

Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates, Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases, Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs, Zero-sum stochastic games with average payoffs: new optimality conditions, Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

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