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Game theory
Markov chain
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Average reward criteria
4
Constrained Markov control processes
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Continuous-time zero-sum Markov games
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Overtaking optimality
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93E20.
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AMS subject classification. 90C40
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Key words: Constrained Markov control processes
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Markov decision processes
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Potential games
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discounted cost
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minimization problems in abstract spaces
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strong duality
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(discrete-time) Markov control processes
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AMS subject classification. 93E20
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AMS subject classification: 90C40
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Approximation of game models
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Average reward optimality
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Blackwell optimality
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Constrained Markov games
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Constrained control problems
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Continuous-time controlled Markov chains
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Continuous-time controlled Markov chains (also known as Markov decision processes)
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Control theory
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De Finetti theorem
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Hernández-Lerma, Onésimo
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Prieto-Rumeau, Tomás
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Montero, José-María
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Dufour, François
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Fonseca-Morales, Alejandra
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González-Sánchez, David
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Dynamic games and applications : DGA
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Bias and overtaking equilibria for zero-sum continuous-time Markov games
Pricto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
61
(
2005
)
3
,
pp. 437-454
Persistent link: https://www.econbiz.de/10003020266
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2
Dynamic potential games : the discrete-time stochastic case
González-Sánchez, David
;
Hernández-Lerma, Onésimo
- In:
Dynamic games and applications : DGA
4
(
2014
)
3
,
pp. 309-328
Persistent link: https://www.econbiz.de/10010416790
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3
Potential differential games
Fonseca-Morales, Alejandra
;
Hernández-Lerma, Onésimo
- In:
Dynamic games and applications : DGA
8
(
2018
)
2
,
pp. 254-279
Persistent link: https://www.econbiz.de/10012101116
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4
Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion
Montero, José-María
;
Hernández-Noriega, Ismael
; …
- In:
Operations research letters
43
(
2015
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10010486282
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5
Approximation of zero-sum continuos-time Markov games under the discounted payoff criterion
Prieto-Rumeau, Tomás
;
Montero, José-María
- In:
Top : transactions in operations research
23
(
2015
)
3
,
pp. 799-836
Persistent link: https://www.econbiz.de/10011554688
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6
Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
Dufour, François
;
Prieto-Rumeau, Tomás
- In:
Dynamic games and applications : DGA
9
(
2019
)
1
,
pp. 68-102
Persistent link: https://www.econbiz.de/10012224030
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