Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
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Publication:5426463
DOI10.1239/aap/1189518632zbMath1140.91026OpenAlexW2119600758MaRDI QIDQ5426463
Xianping Guo, Onésimo Hernández-Lerma
Publication date: 12 November 2007
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1189518632
Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (15)
Zero-sum discounted reward criterion games for piecewise deterministic Markov processes ⋮ Zero-sum continuous-time Markov pure jump game over a fixed duration ⋮ Two-person zero-sum stochastic games with varying discount factors ⋮ Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs ⋮ Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion ⋮ 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 ⋮ Zero-sum stochastic games with the average-value-at-risk criterion ⋮ Construction and regularity of transition functions on Polish spaces under measurability conditions ⋮ Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games ⋮ New optimality conditions for average-payoff continuous-time Markov games in Polish spaces ⋮ On measurable minimax selectors ⋮ 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
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