Zero-sum continuous-time Markov pure jump game over a fixed duration

Guo, X 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. ISSN 0022-247X, 1096-0813

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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
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:	23 May 2026 00:20
DOI:	10.1016/j.jmaa.2017.03.073
Related Websites:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3006850
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