Bias and overtaking equilibria for zero-sum continuous-time Markov games

Tomás Prieto-Rumeau; Onésimo Hernández-Lerma

doi:10.1007/s001860400392

Bias and overtaking equilibria for zero-sum continuous-time Markov games

Mathematical Methods of Operations Research ◽

10.1007/s001860400392 ◽

2005 ◽

Vol 61 (3) ◽

pp. 437-454 ◽

Cited By ~ 25

Author(s):

Tomás Prieto-Rumeau ◽

Onésimo Hernández-Lerma

Keyword(s):

Continuous Time ◽

Markov Games ◽

Zero Sum

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Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates

Bernoulli ◽

10.3150/bj/1137421638 ◽

2005 ◽

Vol 11 (6) ◽

pp. 1009-1029 ◽

Cited By ~ 39

Author(s):

Xianping Guo ◽

Onésimo Hernández-Lerma

Keyword(s):

Continuous Time ◽

Markov Games ◽

Zero Sum

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Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion

Operations Research Letters ◽

10.1016/j.orl.2014.12.004 ◽

2015 ◽

Vol 43 (1) ◽

pp. 110-116 ◽

Cited By ~ 1

Author(s):

José María Lorenzo ◽

Ismael Hernández-Noriega ◽

Tomás Prieto-Rumeau

Keyword(s):

Continuous Time ◽

Markov Games ◽

Average Payoff ◽

Zero Sum ◽

Payoff Criterion

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Extremal Shift Rule for Continuous-Time Zero-Sum Markov Games

Dynamic Games and Applications ◽

10.1007/s13235-015-0173-z ◽

2015 ◽

Vol 7 (1) ◽

pp. 1-20 ◽

Cited By ~ 1

Author(s):

Yurii Averboukh

Keyword(s):

Continuous Time ◽

Markov Games ◽

Time Zero ◽

Zero Sum ◽

Extremal Shift

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Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

Top ◽

10.1007/s11750-014-0354-8 ◽

2014 ◽

Vol 23 (3) ◽

pp. 799-836 ◽

Cited By ~ 7

Author(s):

Tomás Prieto-Rumeau ◽

José María Lorenzo

Keyword(s):

Continuous Time ◽

Markov Games ◽

Zero Sum ◽

Payoff Criterion

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Single-network ADP for near optimal control of continuous-time zero-sum games without using initial stabilising control laws

IET Control Theory and Applications ◽

10.1049/iet-cta.2018.5464 ◽

2018 ◽

Vol 12 (18) ◽

pp. 2449-2458 ◽

Cited By ~ 9

Author(s):

Chaoxu Mu ◽

Ke Wang

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Control Laws ◽

Zero Sum Games ◽

Time Zero ◽

Zero Sum

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Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities

Journal of Optimization Theory and Applications ◽

10.1007/s10957-008-9491-2 ◽

2009 ◽

Vol 141 (2) ◽

pp. 321-347 ◽

Cited By ~ 15

Author(s):

A. Jaśkiewicz

Keyword(s):

Transition Probabilities ◽

Continuous Transition ◽

Markov Games ◽

Weakly Continuous ◽

Zero Sum

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Zero-sum risk-sensitive stochastic games for continuous time Markov chains

Stochastic Analysis and Applications ◽

10.1080/07362994.2016.1180995 ◽

2016 ◽

Vol 34 (5) ◽

pp. 835-851 ◽

Cited By ~ 3

Author(s):

Mrinal K. Ghosh ◽

K. Suresh Kumar ◽

Chandan Pal

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Stochastic Games ◽

Continuous Time Markov Chains ◽

Risk Sensitive ◽

Zero Sum

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Zero-Sum Markov Games

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution - SpringerBriefs in Probability and Mathematical Statistics ◽

10.1007/978-3-030-35720-7_1 ◽

2020 ◽

pp. 1-8

Author(s):

J. Adolfo Minjárez-Sosa

Keyword(s):

Markov Games ◽

Zero Sum

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Robust Adaptive Dynamic Programming of Two-Player Zero-Sum Games for Continuous-Time Linear Systems

IEEE Transactions on Neural Networks and Learning Systems ◽

10.1109/tnnls.2015.2461452 ◽

2015 ◽

Vol 26 (12) ◽

pp. 3314-3319 ◽

Cited By ~ 22

Author(s):

Yue Fu ◽

Jun Fu ◽

Tianyou Chai

Keyword(s):

Dynamic Programming ◽

Linear Systems ◽

Continuous Time ◽

Adaptive Dynamic Programming ◽

Adaptive Dynamic ◽

Zero Sum Games ◽

Robust Adaptive ◽

Zero Sum ◽

Time Linear

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Zero-Sum Markov Games with Impulse Controls

SIAM Journal on Control and Optimization ◽

10.1137/18m1229365 ◽

2020 ◽

Vol 58 (1) ◽

pp. 580-604 ◽

Cited By ~ 1

Author(s):

Arnab Basu ◽

Łukasz Stettner

Keyword(s):

Markov Games ◽

Zero Sum ◽

Impulse Controls

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