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| Content Provider | Springer Nature Link |
|---|---|
| Author | Guo, XianPing Hernández Lerma, Onésimo |
| Copyright Year | 2011 |
| Abstract | This paper concerns two-person zero-sum games for a class of average-payoff continuous-time Markov processes in Polish spaces. The underlying processes are determined by transition rates that are allowed to be unbounded, and the payoff function may have neither upper nor lower bounds. We use two optimality inequalities to replace the so-called optimality equation in the previous literature. Under more general conditions, these optimality inequalities yield the existence of the value of the game and of a pair of optimal stationary strategies. Under some additional conditions we further establish the optimality equation itself. Finally, we use several examples to illustrate our results, and also to show the difference between the conditions in this paper and those in the literature. In particular, one of these examples shows that our approach is more general than all of the existing ones because it allows nonergodic Markov processes. |
| Starting Page | 793 |
| Ending Page | 816 |
| Page Count | 24 |
| File Format | |
| ISSN | 16747283 |
| Journal | Science in China Series A: Mathematics |
| Volume Number | 54 |
| Issue Number | 4 |
| e-ISSN | 18691862 |
| Language | English |
| Publisher | SP Science China Press |
| Publisher Date | 2011-03-24 |
| Publisher Place | Heidelberg |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | zero-sum stochastic Markov games average payoffs optimality inequalities unbounded transition rates Stochastic games Dynamic games Jump processes Applications of Mathematics |
| Content Type | Text |
| Resource Type | Article |
| Subject | Mathematics |
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