Zero-sum stochastic games with average payoffs: new optimality conditions

DOI10.1007/S10114-009-6274-0MaRDI QIDQ839747zbMATH OpenOpenAlexFDO

Authors Jie Yang, Xianping Guo

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

zbMATH Keywords

optimal strategieszero-sum stochastic gamesexpected average payoff

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05) Stochastic games, stochastic differential games (91A15)

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Cited in

(13)

• Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
• Zero-sum non-stationary stochastic games with the long-run average criterion
• The optimality equation and \(\varepsilon\)-optimal strategies in Markov games with average reward criterion
• Constrained stochastic games with the average payoff criteria
• New optimality conditions for average-payoff continuous-time Markov games in Polish spaces
• Zero-sum stochastic games with the average-value-at-risk criterion
• scientific article; zbMATH DE number 2202816 (Why is no real title available?)
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side
• Zero-sum games for nonhomogeneous Markov chains with an expected average payoff criterion
• Stochastic games with average payoff criterion
• A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs
• Discount-sensitive equilibria in zero-sum stochastic differential games
• Another set of optimality conditions for zero-sum stochastic games with sample-path average payoffs

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