New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
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Publication:547403
DOI10.1007/S11425-011-4186-9zbMATH Open1230.91016OpenAlexW2072806766MaRDI QIDQ547403FDOQ547403
Xianping Guo, Onésimo Hernández-Lerma
Publication date: 1 July 2011
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-011-4186-9
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Cited In (11)
- The optimality equation and \(\varepsilon\)-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
- Zero-sum games for continuous-time Markov jump processes with risk-sensitive finite-horizon cost criterion
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- 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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