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Zero-Sum Semi-Markov Games

Published: 01 March 2002 Publication History

Abstract

This paper deals with Borel state and action spaces zero-sum semi-Markov games under the expected long run average payoff criterion. The transition probabilities are assumed to satisfy some generalized geometric ergodicity conditions. The main result states that the optimality equation has a solution, which is approximated by the solutions of some $\varepsilon$-perturbed semi-Markov games. As a corollary, the existence of value and average optimal strategies for the players is established.

Cited By

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  • (2022)Zero-Sum Average Cost Semi-Markov Games with Weakly Continuous Transition Probabilities and a Minimax Semi-Markov Inventory ProblemActa Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications10.1007/s10440-022-00470-5177:1Online publication date: 1-Feb-2022
  • (2018)Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov ProcessesApplied Mathematics and Optimization10.1007/s00245-017-9416-278:3(587-611)Online publication date: 1-Dec-2018
  • (2008)Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One SideApplied Mathematics and Optimization10.1007/s00245-007-9016-757:3(289-305)Online publication date: 1-Jun-2008
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Information & Contributors

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Published In

cover image SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization  Volume 41, Issue 3
2002
332 pages

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 March 2002

Author Tags

  1. Bellman equation
  2. Borel state space
  3. long run expected average payoff criterion
  4. semi-Markov games

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Cited By

View all
  • (2022)Zero-Sum Average Cost Semi-Markov Games with Weakly Continuous Transition Probabilities and a Minimax Semi-Markov Inventory ProblemActa Applicandae Mathematicae: an international survey journal on applying mathematics and mathematical applications10.1007/s10440-022-00470-5177:1Online publication date: 1-Feb-2022
  • (2018)Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov ProcessesApplied Mathematics and Optimization10.1007/s00245-017-9416-278:3(587-611)Online publication date: 1-Dec-2018
  • (2008)Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One SideApplied Mathematics and Optimization10.1007/s00245-007-9016-757:3(289-305)Online publication date: 1-Jun-2008
  • (2006)Approximation of Noncooperative Semi-Markov GamesJournal of Optimization Theory and Applications10.1007/s10957-006-9128-2131:1(115-134)Online publication date: 1-Oct-2006

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