Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
From MaRDI portal
Publication:4435677
DOI10.1239/JAP/1053003547zbMATH Open1071.91008OpenAlexW2140529564MaRDI QIDQ4435677FDOQ4435677
Authors: Xianping Guo, Onésimo Hernández-Lerma 
Publication date: 17 November 2003
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1053003547
Recommendations
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Zero-sum games for nonhomogeneous Markov chains with an expected average payoff criterion
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains
- Zero-Sum Games for Finite-Horizon Semi-Markov Processes Under the Probability Criterion
- Zero-sum semi-Markov games in Borel spaces: Discounted and average payoff
- Zero-sum continuous-time Markov pure jump game over a fixed duration
Continuous-time Markov processes on discrete state spaces (60J27) Stochastic games, stochastic differential games (91A15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic games with average payoff criterion
- Stochastic differential games: Occupation measure based approach
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Continuous-time Markov chains. An applications-oriented approach
- Title not available (Why is that?)
- Zero-sum stochastic games in Borel spaces: average payoff criteria
- Nonzero-sum semi-Markov games with countable state spaces
- Computable exponential convergence rates for stochastically ordered Markov processes
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Zero-sum stochastic games with unbounded costs: Discounted and average cost cases
- Some remarks on equilibria in semi-Markov games
- Title not available (Why is that?)
- Continuous-time controlled Markov chains.
- Continuous time control of Markov processes on an arbitrary state space: average return criterion
- Denumerable state stochastic games with limiting average payoff
- Zero-sum two-person semi-Markov games
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Title not available (Why is that?)
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
- Title not available (Why is that?)
- On an N-person noncooperative Markov game with a metric state space
- Title not available (Why is that?)
- A noncooperative \(n\)-person semi-Markov game with a separable metric state space
- A note on optimality conditions for continuous-time Markov decision processes with average cost criterion
- Nondiscounted Continuous Time Markovian Decision Process with Countable State Space
- A convergence method for stochastic differential games with a small parameter
- Title not available (Why is that?)
Cited In (31)
- Determining the distribution of the duration of stationary games for zero-order Markov processes with final sequence of states
- Continuous-time constrained stochastic games with average criteria
- Operator approach to values of stochastic games with varying stage duration
- Continuous-time stochastic games of fixed duration
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- Continuous-time stochastic games
- Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Zero-sum infinite-horizon discounted piecewise deterministic Markov games
- Approximate solutions of continuous-time stochastic games
- Limit value of dynamic zero-sum games with vanishing stage duration
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
- Bias and overtaking equilibria for zero-sum continuous-time Markov games
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
- Nonzero-sum stochastic games with probability criteria
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Average optimality for continuous-time Markov decision processes in Polish spaces
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- A probability criterion for zero-sum stochastic games
- Extremal shift rule for continuous-time zero-sum Markov games
- Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
This page was built for publication: Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4435677)
