New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
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Cites work
- scientific article; zbMATH DE number 3462924 (Why is no real title available?)
- scientific article; zbMATH DE number 3573634 (Why is no real title available?)
- scientific article; zbMATH DE number 3628142 (Why is no real title available?)
- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 2133327 (Why is no real title available?)
- scientific article; zbMATH DE number 843254 (Why is no real title available?)
- Computable exponential convergence rates for stochastically ordered Markov processes
- Continuous time control of Markov processes on an arbitrary state space: average return criterion
- Continuous-Time Markov Decision Processes with Discounted Rewards: The Case of Polish Spaces
- Continuous-time Markov chains. An applications-oriented approach
- Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards
- Denumerable state stochastic games with limiting average payoff
- Exponential and uniform ergodicity of Markov processes
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- Mixed Zero-Sum Stochastic Differential Game and American Game Options
- Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
- New discount and average optimality conditions for continuous-time Markov decision processes
- Nonzero-sum semi-Markov games with countable state spaces
- On the Integro-Differential Equations of Purely Discontinuous Markoff Processes
- On the optimality equation for zero-sum ergodic stochastic games
- Optimal strategies in a class of zero-sum ergodic stochastic games
- SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES
- Some remarks on equilibria in semi-Markov games
- Stochastic Differential Games in a Non-Markovian Setting
- The optimality equation and -optimal strategies in Markov games with average reward criterion
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- Zero-Sum Ergodic Stochastic Games with Feller Transition Probabilities
- Zero-Sum Semi-Markov Games
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- Zero-sum stochastic games in Borel spaces: average payoff criteria
- Zero-sum two-person semi-Markov games
Cited in
(12)- Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
- The optimality equation and -optimal strategies in Markov games with average reward criterion
- Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
- Zero-sum games for continuous-time jump Markov processes in Polish spaces: discounted payoffs
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- Continuous-time zero-sum stochastic game with stopping and control
- A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
- Discrete-time zero-sum Markov games with first passage criteria
- Zero-sum continuous-time Markov pure jump game over a fixed duration
- Zero-sum discounted reward criterion games for piecewise deterministic Markov processes
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
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