Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
From MaRDI portal
Publication:4435677
DOI10.1239/jap/1053003547zbMath1071.91008OpenAlexW2140529564MaRDI QIDQ4435677
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
Stochastic games, stochastic differential games (91A15) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (26)
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space ⋮ Operator approach to values of stochastic games with varying stage duration ⋮ Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion ⋮ Continuous-time stochastic games of fixed duration ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs ⋮ Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion ⋮ Continuous-time constrained stochastic games with average criteria ⋮ Zero-sum infinite-horizon discounted piecewise deterministic Markov games ⋮ A probability criterion for zero-sum stochastic games ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs ⋮ Existence and regularity of a nonhomogeneous transition matrix under measurability conditions ⋮ New optimality conditions for average-payoff continuous-time Markov games in Polish spaces ⋮ Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs ⋮ Continuous-time stochastic games ⋮ Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Average optimality for continuous-time Markov decision processes in Polish spaces ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion ⋮ Approximate Solutions of Continuous-Time Stochastic Games ⋮ Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria ⋮ Finite optimal control for time-bounded reachability in CTMDPs and continuous-time Markov games ⋮ Nonzero-sum stochastic games with probability criteria ⋮ Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A noncooperative \(n\)-person semi-Markov game with a separable metric state space
- Continuous-time Markov chains. An applications-oriented approach
- Continuous time control of Markov processes on an arbitrary state space: average return criterion
- Stochastic games with average payoff criterion
- Stochastic differential games: Occupation measure based approach
- Denumerable state stochastic games with limiting average payoff
- On an N-person noncooperative Markov game with a metric state space
- Continuous-time controlled Markov chains.
- Computable exponential convergence rates for stochastically ordered Markov processes
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- Zero-sum two-person semi-Markov games
- A convergence method for stochastic differential games with a small parameter
- Zero-sum stochastic games with unbounded costs: Discounted and average cost cases
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Some remarks on equilibria in semi-Markov games
- Nonzero-sum semi-Markov games with countable state spaces
- 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
- Drift and monotonicity conditions for continuous-time controlled markov chains with an average criterion
- Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
This page was built for publication: Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
