Zero-sum stochastic games with average payoffs: new optimality conditions
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Publication:839747
DOI10.1007/S10114-009-6274-0zbMATH Open1192.91026OpenAlexW2086129727MaRDI QIDQ839747FDOQ839747
Publication date: 3 September 2009
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-009-6274-0
Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)
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Cited In (5)
- Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
- Stochastic games with average payoff criterion
- Constrained stochastic games with the average payoff criteria
- Zero-sum non-stationary stochastic games with the long-run average criterion
- Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side
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- On the optimality equation for zero-sum ergodic stochastic games π π
- Zero-sum average payoff stochastic games with general state space π π
- Another set of optimality conditions for zero-sum stochastic games with sample-path average payoffs π π
- Zero-sum stochastic games with the average-value-at-risk criterion π π
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