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

This paper deals with continuous-time zero-sum two-person Markov games with denumerable state space, general (Borel) action spaces and possibly unbounded transition and reward/cost rates. We analyze the bias optimality and the weakly overtaking optimality criteria. An example shows that, in contrast to control (or one-player) problems, these criteria are not equivalent for games. Copyright Springer-Verlag 2005

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Year of publication:	2005
Authors:	Prieto-Rumeau, Tomás ; Hernández-Lerma, Onésimo
Published in:	Computational Statistics. - Springer. - Vol. 61.2005, 3, p. 437-454
Publisher:	Springer
Subject:	Continuous-time zero-sum Markov games \| Bias optimality \| Overtaking optimality

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010847694