Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
Year of publication: |
2015
|
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Authors: | Montero, José-María ; Hernández-Noriega, Ismael ; Prieto-Rumeau, Tomás |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 43.2015, 1, p. 110-116
|
Subject: | Continuous-time zero-sum Markov games | Average payoff | Approximation of game models | Policy iteration algorithm | Spieltheorie | Game theory | Markov-Kette | Markov chain | Algorithmus | Algorithm |
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