CONTROL OF MARKOV PROCESSES AND $ W$-SPACES
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Publication:5183357
DOI10.1070/IM1971v005n01ABEH001040zbMath0274.93049MaRDI QIDQ5183357
Publication date: 1972
Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Related Items (10)
Approximation of value function of differential game with minimal cost ⋮ Non zero-sum stopping games of symmetric Markov processes ⋮ Dynkin game under \(g\)-expectation in continuous time ⋮ Problemes de temps d’arret optimal et inequations variationnelles paraboliques ⋮ Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski ⋮ Zero-sum Markov games with stopping and impulsive strategies ⋮ Zero-Sum Markov Games with Impulse Controls ⋮ Optimal stopping games in models with various information flows ⋮ Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint ⋮ Stochastic games and variational inequalities
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