Guo, X ORCID: 0000-0002-6523-0339 and Zhang, Y ORCID: 0000-0002-3200-6306
(2017)
Zero-sum continuous-time Markov pure jump game over a fixed duration.
Journal of Mathematical Analysis and Applications, 452 (2).
pp. 1194-1208.
Text
GuoXinZhangGame2017JMAAR.pdf - Author Accepted Manuscript Download (291kB) |
Abstract
This paper considers a two-person zero-sum continuous-time Markov pure jump game in Borel state and action spaces over a fixed finite horizon. The main assumption on the model is the existence of a drift function, which bounds the reward rate. Under some regularity conditions, we show that the game has a value, and both of the players have their optimal policies.
Item Type: | Article |
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Uncontrolled Keywords: | Continuous-time Markov decision processes, Zero-sum game, Stochastic game |
Depositing User: | Symplectic Admin |
Date Deposited: | 07 Apr 2017 09:55 |
Last Modified: | 19 Jan 2023 07:06 |
DOI: | 10.1016/j.jmaa.2017.03.073 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3006850 |