Bias and overtaking equilibria for zero-sum continuous-time Markov games

被引：0
|
作者：
Tomás Prieto-Rumeau
Onésimo Hernández-Lerma
机构：
[1] Universidad Nacional de Educación a Distancia,Departamento de Economía Aplicada Cuantitativa II. Facultad de Ciencias Económicas y Empresariales
[2] CINVESTAV-IPN. A Postal 14-740,Departamento de Matemáticas
[3] México,undefined
来源：
Mathematical Methods of Operations Research | 2005年 / 61卷
关键词：
Continuous-time zero-sum Markov games; Bias optimality; Overtaking optimality; 91A15; 91A25; 60J27;
D O I：
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学科分类号：
摘要：
This paper deals with continuous-time zero-sum two-person Markov games with denumerable state space, general (Borel) action spaces and possibly unbounded transition and reward/cost rates. We analyze the bias optimality and the weakly overtaking optimality criteria. An example shows that, in contrast to control (or one-player) problems, these criteria are not equivalent for games.
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页码：437 / 454
页数：17
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