On a continuous solution to the Bellman-Poisson equation in stochastic games

DOI10.1007/s10957-010-9698-xzbMath1198.91034OpenAlexW2167030417MaRDI QIDQ983723

Anna Jaśkiewicz

Publication date: 24 July 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9698-x

zbMATH Keywords

optimal strategiesoptimality equationszero-sum semi-Markov games

Mathematics Subject Classification ID

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

Related Items

Stochastic games with unbounded payoffs: applications to robust control in economics

Cites Work

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• Markov chains and stochastic stability
• Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
• Stochastic optimal control. The discrete time case
• Computable bounds for geometric convergence rates of Markov chains
• Measurable Selection Theorems for Minimax Stochastic Optimization Problems
• Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
• On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
• A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
• Minimax Theorems

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