Nonzero-sum games for continuous-time Markov chains with unbounded discounted payoffs
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Publication:5697585
DOI10.1239/JAP/1118777172zbMATH Open1138.91338OpenAlexW2150148000MaRDI QIDQ5697585FDOQ5697585
Authors: Xianping Guo, Onésimo Hernández-Lerma 
Publication date: 18 October 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1118777172
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Cited In (26)
- Nonzero-Sum Expected Average Discrete-Time Stochastic Games: The Case of Uncountable Spaces
- Continuous-time constrained stochastic games under the discounted cost criteria
- Nonzero-sum risk-sensitive finite-horizon continuous-time stochastic games
- A limit theorem for Markov decision processes
- Continuous-time stochastic games of fixed duration
- Stochastic games with short-stage duration
- Continuous-time stochastic games
- Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Title not available (Why is that?)
- Two-person zero-sum stochastic games with varying discount factors
- Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion
- Constrained average stochastic games with continuous-time independent state processes
- Nonzero-sum stochastic games with probability criteria
- Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
- Discounted stochastic games for continuous-time jump processes with an uncountable state space
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria
- Stochastic games
- Zero-sum stochastic games with average payoffs: new optimality conditions
- Two person zero-sum semi-Markov games with unknown holding times distribution on one side: A discounted payoff criterion
- A probability criterion for zero-sum stochastic games
- Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Stochastic games for continuous-time jump processes under finite-horizon payoff criterion
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