Continous-time stochastic Markov games
Conference
·
OSTI ID:36345
We consider zero-sum game in which the players control a continuous-time stochastic jump process. The state space is assumed to be a Borel set. Sufficient conditions for the existence of optimal strategies for the players are to be presented. In the undiscounted case we will consider conditions which are related to geometric ergodicity. Some possible extentions to non-zero-sum games will be mentioned.
- OSTI ID:
- 36345
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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