Discrete-time zero-sum Markov games with first passage criteria
From MaRDI portal
Publication:5277954
DOI10.1080/02331934.2016.1278001zbMath1369.91015OpenAlexW2577607624MaRDI QIDQ5277954
Publication date: 12 July 2017
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2016.1278001
2-person games (91A05) Inventory, storage, reservoirs (90B05) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)
Related Items (4)
Constrained average stochastic games with continuous-time independent state processes ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ Risk-sensitive first passage stochastic games with unbounded costs ⋮ Nonzero-sum stochastic games with probability criteria
Cites Work
- Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors
- Constrained Markov decision processes with first passage criteria
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Existence of Nash equilibria for constrained stochastic games
- A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
- Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
- Zero-Sum Stochastic Games in Borel Spaces: Average Payoff Criteria
- A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
- Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- $\varepsilon$-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
- Minimax Theorems
- Stochastic Games
This page was built for publication: Discrete-time zero-sum Markov games with first passage criteria