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

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 ◽

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 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 ◽

Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion

Applied Mathematics & Optimization ◽

10.1007/s00245-007-9016-7 ◽

2007 ◽

Vol 57 (3) ◽

pp. 289-305 ◽

Cited By ~ 7

Author(s):

J. Adolfo Minjárez-Sosa ◽

Fernando Luque-Vásquez

Keyword(s):

Markov Games ◽

Zero Sum ◽

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

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 ◽

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

Applied Mathematics & Optimization ◽

10.1007/s00245-015-9314-4 ◽

2015 ◽

Vol 74 (2) ◽

pp. 273-301 ◽

Cited By ~ 9

Author(s):

Qingda Wei ◽

Xian Chen

Keyword(s):

Continuous Time ◽

Stochastic Games ◽

Finite Horizon ◽

Jump Processes ◽

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

Zero-Sum Markov Games

10.1007/978-3-030-35720-7_1 ◽

2020 ◽

pp. 1-8

Author(s):

J. Adolfo Minjárez-Sosa

Keyword(s):

Markov Games ◽