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Volumn 56, Issue 3, 2003, Pages 451-471

The optimality equation and ε-optimal strategies in Markov games with average reward criterion

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL MODELS; SET THEORY;

EID: 0036461543     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860200230     Document Type: Article
Times cited : (10)

References (13)
  • 1
    • 0001091975 scopus 로고
    • Measurable selections of extrema
    • Brown LD, Purves R (1973) Measurable selections of extrema. Ann Statistics 1:902-912
    • (1973) Ann Statistics , vol.1 , pp. 902-912
    • Brown, L.D.1    Purves, R.2
  • 5
    • 0034769555 scopus 로고    scopus 로고
    • Zero-sum stochastic games in Borel spaces: Average payoff criteria
    • Hernández-Lerma O, Lasserre JB (2000) Zero-sum stochastic games in Borel spaces: average payoff criteria. SIAM J. Control Optim. 39:1520-1539
    • (2000) SIAM J. Control Optim , vol.39 , pp. 1520-1539
    • Hernández-Lerma, O.1    Lasserre, J.B.2
  • 6
    • 0000563004 scopus 로고    scopus 로고
    • Infinite-horizon Markov control processes with undisconnted cost criteria: From average to overtaking optimality
    • Hernández-Lerma O, Vega-Amaya O (1998) Infinite-horizon Markov control processes with undisconnted cost criteria: from average to overtaking optimality. Appl. Math. (Warsaw) 25:153-178
    • (1998) Appl. Math. (Warsaw) , vol.25 , pp. 153-178
    • Hernández-Lerma, O.1    Vega-Amaya, O.2
  • 7
    • 0035658472 scopus 로고    scopus 로고
    • On the optimality equation for zero-sum ergodic stochastic games
    • Jaśkiewicz A, Nowak AS (2001) On the optimality equation for zero-sum ergodic stochastic games. Math. Methods Oper. Res. 54:291-301
    • (2001) Math. Methods Oper. Res. , vol.54 , pp. 291-301
    • Jaśkiewicz, A.1    Nowak, A.S.2
  • 9
    • 0001570327 scopus 로고    scopus 로고
    • Equilibrium strategies in stochastic games with additive cost and transition structure
    • Küenle HU (1999) Equilibrium strategies in stochastic games with additive cost and transition structure. International Game Theory Review 1:131-147
    • (1999) International Game Theory Review , vol.1 , pp. 131-147
    • Küenle, H.U.1
  • 10
    • 0012731273 scopus 로고    scopus 로고
    • Markov games under a geometric drift condition
    • to appear
    • Küenle HU (2000) Markov games under a geometric drift condition. Ann. Internat. Soc. Dynam. Games, to appear
    • (2000) Ann. Internat. Soc. Dynam. Games
    • Küenle, H.U.1
  • 11
    • 0022062295 scopus 로고
    • Measurable selection theorems for minimax stochastic optimization problems
    • Nowak AS (1985) Measurable selection theorems for minimax stochastic optimization problems. SIAM J. Control Optim. 23:466-476
    • (1985) SIAM J. Control Optim. , vol.23 , pp. 466-476
    • Nowak, A.S.1
  • 12
    • 0001386709 scopus 로고    scopus 로고
    • Optimal strategies in a class of zero-sum ergodic stochastic games
    • Nowak AS (1999) Optimal strategies in a class of zero-sum ergodic stochastic games. Math. Methods Oper. Res. 50:399-420
    • (1999) Math. Methods Oper. Res. , vol.50 , pp. 399-420
    • Nowak, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.