On a continuous solution to the Bellman-Poisson equation in stochastic games
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Publication:983723
DOI10.1007/S10957-010-9698-XzbMATH Open1198.91034OpenAlexW2167030417MaRDI QIDQ983723FDOQ983723
Authors: Anna Jaskiewicz 
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
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Cites Work
- Markov chains and stochastic stability
- Title not available (Why is that?)
- Stochastic optimal control. The discrete time case
- Minimax Theorems
- Computable bounds for geometric convergence rates of Markov chains
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- Measurable Selection Theorems for Minimax Stochastic Optimization Problems
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
Cited In (5)
- Stochastic games with unbounded payoffs: applications to robust control in economics
- On bang-bang solutions of stochastic differential games
- Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities
- On Markov Games with Average Reward Criterion and Weakly Continuous Transition Probabilities
- The Spend-It-All Region and Small Time Results for the Continuous Bomber Problem
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