메뉴 건너뛰기




Volumn 45, Issue 3, 2006, Pages 773-789

Zero-sum ergodic stochastic games with feller transition probabilities

Author keywords

Average optimal strategies; Borel state space; Discrete time zero sum stochastic games; Optimality equation

Indexed keywords

GAME THEORY; PROBABILISTIC LOGICS; STATE SPACE METHODS; THEOREM PROVING;

EID: 34249037119     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012904443257     Document Type: Article
Times cited : (39)

References (38)
  • 1
    • 0031210649 scopus 로고    scopus 로고
    • Contraction conditions for average and α-discount optimality in countable state Markov games with unbounded rewards
    • E. ALTMAN, A. HORDIJK, AND F. M. SPIEKSMA, Contraction conditions for average and α-discount optimality in countable state Markov games with unbounded rewards, Math. Oper. Res., 22 (1997), pp. 588-618.
    • (1997) Math. Oper. Res , vol.22 , pp. 588-618
    • ALTMAN, E.1    HORDIJK, A.2    SPIEKSMA, F.M.3
  • 4
    • 0346799588 scopus 로고
    • Stochastic games with metric state space
    • H. A. M. COUWENBERGH, Stochastic games with metric state space, Internat. J. Game Theory, 9 (1980), pp. 25-36.
    • (1980) Internat. J. Game Theory , vol.9 , pp. 25-36
    • COUWENBERGH, H.A.M.1
  • 5
    • 0030524889 scopus 로고    scopus 로고
    • Markov equilibria of stochastic games with complementarities
    • L. O. CURTAT, Markov equilibria of stochastic games with complementarities, Games and Econ. Behavior, 17 (1996), pp. 177-199.
    • (1996) Games and Econ. Behavior , vol.17 , pp. 177-199
    • CURTAT, L.O.1
  • 8
    • 12144273111 scopus 로고    scopus 로고
    • Optimality of four-threshold policies in inventory systems with customer returns and borrowing/storage options
    • E. A. FEINBERG AND M. E. LEWIS, Optimality of four-threshold policies in inventory systems with customer returns and borrowing/storage options, Probab. Engrg. Inform. Sci., 19 (2005), pp. 45-71.
    • (2005) Probab. Engrg. Inform. Sci , vol.19 , pp. 45-71
    • FEINBERG, E.A.1    LEWIS, M.E.2
  • 11
    • 0034769555 scopus 로고    scopus 로고
    • Zero-sum stochastic games in Borel spaces: Average payoff criteria
    • O. HERNÁNDEZ-LERMA AND J. B. LASSERRE, Zero-sum stochastic games in Borel spaces: Average payoff criteria, SIAM J. Control Optim., 39 (2001), pp. 1520-1539.
    • (2001) SIAM J. Control Optim , vol.39 , pp. 1520-1539
    • HERNÁNDEZ-LERMA, O.1    LASSERRE, J.B.2
  • 12
    • 0043047887 scopus 로고
    • Multifunctions with values in a space of probability measures
    • C. J. HIMMELBERG AND F. S. VAN VLECK, Multifunctions with values in a space of probability measures, J. Math. Anal. Appl., 50 (1975), pp. 108-112.
    • (1975) J. Math. Anal. Appl , vol.50 , pp. 108-112
    • HIMMELBERG, C.J.1    VAN VLECK, F.S.2
  • 13
    • 0001210726 scopus 로고
    • Stochastic monotonicity and stationary distributions for dynamic economies
    • H. A. HOPENHAYN AND E. C. PRESCOTT, Stochastic monotonicity and stationary distributions for dynamic economies, Econometrica, 60 (1992), pp. 1387-1406.
    • (1992) Econometrica , vol.60 , pp. 1387-1406
    • HOPENHAYN, H.A.1    PRESCOTT, E.C.2
  • 14
    • 0038803854 scopus 로고    scopus 로고
    • Zero-sum semi-Markov games
    • A. JAŚKIEWICZ, Zero-sum semi-Markov games, SIAM J. Control Optim., 41 (2002), pp. 723739.
    • (2002) SIAM J. Control Optim , vol.41 , pp. 723739
    • JAŚKIEWICZ, A.1
  • 15
    • 0035658472 scopus 로고    scopus 로고
    • On the optimality equation for zero-sum ergodic stochastic games
    • A. JAŚKIEWICZ AND A. S. NOWAK, On the optimality equation for zero-sum ergodic stochastic games, Math. Methods Oper. Res., 54 (2001), pp. 291-301.
    • (2001) Math. Methods Oper. Res , vol.54 , pp. 291-301
    • JAŚKIEWICZ, A.1    NOWAK, A.S.2
  • 16
    • 29844439998 scopus 로고    scopus 로고
    • On the average cost optimality equation for Markov control processes with Feller transition probabilities
    • A. JAŚKIEWICZ AND A. S. NOWAK, On the average cost optimality equation for Markov control processes with Feller transition probabilities, J. Math. Anal. Appl., 316 (2006), pp. 495-509.
    • (2006) J. Math. Anal. Appl , vol.316 , pp. 495-509
    • JAŚKIEWICZ, A.1    NOWAK, A.S.2
  • 19
    • 7244258377 scopus 로고    scopus 로고
    • Numerical approximations for stochastic differential games: The ergodic case, SIAM J
    • H. J. KUSHNER, Numerical approximations for stochastic differential games: The ergodic case, SIAM J. Control Optim., 42 (2004), pp. 1911-1933.
    • (2004) Control Optim , vol.42 , pp. 1911-1933
    • KUSHNER, H.J.1
  • 20
    • 34249061093 scopus 로고    scopus 로고
    • Advances in Dynamic Games, Ann. Internat. Soc. Dynam. Games 7, Birkhäuser Boston, Boston, MA
    • H.-U. KÜENLE, Markov games under a geometric drift condition, in Advances in Dynamic Games, Ann. Internat. Soc. Dynam. Games 7, Birkhäuser Boston, Boston, MA, 2005, pp. 21-38.
    • (2005) Markov games under a geometric drift condition , pp. 21-38
    • KÜENLE, H.-U.1
  • 21
    • 0036461543 scopus 로고    scopus 로고
    • The optimality equation and ε-optimal strategies in Markov games with average reward criterion
    • H.-U. KÜENLE AND R. SCHURATH, The optimality equation and ε-optimal strategies in Markov games with average reward criterion, Math. Methods Oper. Res., 56 (2003), pp. 439-449.
    • (2003) Math. Methods Oper. Res , vol.56 , pp. 439-449
    • KÜENLE, H.-U.1    SCHURATH, R.2
  • 22
    • 0012270789 scopus 로고
    • Borel stochastic games with limsup payoffs
    • A. MAITRA AND W. SUDDERTH, Borel stochastic games with limsup payoffs, Ann. Probab., 21 (1993), pp. 861-885.
    • (1993) Ann. Probab , vol.21 , pp. 861-885
    • MAITRA, A.1    SUDDERTH, W.2
  • 24
    • 0000566364 scopus 로고
    • Computable bounds for geometric convergence rates of Markov chains
    • S. P. MEYN AND R. L. TWEEDIE, Computable bounds for geometric convergence rates of Markov chains, Ann. Appl. Probab., 4 (1994), pp. 981-1011.
    • (1994) Ann. Appl. Probab , vol.4 , pp. 981-1011
    • MEYN, S.P.1    TWEEDIE, R.L.2
  • 25
    • 0001232090 scopus 로고
    • Continuous selections I
    • E. MICHAEL, Continuous selections I, Ann. Math., 63 (1956), pp. 361-382.
    • (1956) Ann. Math , vol.63 , pp. 361-382
    • MICHAEL, E.1
  • 27
    • 0022062295 scopus 로고
    • Measurable selection theorems for minimax, stochastic optimization problems
    • A. S. NOWAK, Measurable selection theorems for minimax, stochastic optimization problems, SIAM J. Control Optim., 23 (1985), pp. 466-476.
    • (1985) SIAM J. Control Optim , vol.23 , pp. 466-476
    • NOWAK, A.S.1
  • 28
    • 0022754204 scopus 로고
    • Semicontinuous nonstationary stochastic games
    • A. S. NOWAK, Semicontinuous nonstationary stochastic games, J. Math. Anal. Appl., 117 (1986), pp. 84-99.
    • (1986) J. Math. Anal. Appl , vol.117 , pp. 84-99
    • NOWAK, A.S.1
  • 29
    • 0001169531 scopus 로고
    • Zero-sum average payoff stochastic games with general state space
    • A. S. NOWAK, Zero-sum average payoff stochastic games with general state space, Games and Econ. Behavior, 7 (1994), pp. 221-232.
    • (1994) Games and Econ. Behavior , vol.7 , pp. 221-232
    • NOWAK, A.S.1
  • 30
    • 0001386709 scopus 로고    scopus 로고
    • Optimal strategies in a class of zero-sum ergodic stochastic games
    • A. S. NOWAK, Optimal strategies in a class of zero-sum ergodic stochastic games, Math. Methods Oper. Res., 50 (1999), pp. 399-420.
    • (1999) Math. Methods Oper. Res , vol.50 , pp. 399-420
    • NOWAK, A.S.1
  • 34
    • 0007153543 scopus 로고
    • Average optimality in dynamic programming with general state space
    • M. SCHÄL, Average optimality in dynamic programming with general state space, Math. Oper. Res., 18 (1993), pp. 163-172.
    • (1993) Math. Oper. Res , vol.18 , pp. 163-172
    • SCHÄL, M.1
  • 35
    • 0141827441 scopus 로고
    • Convergence of Lebesgue integrals with varying measures
    • R. SERFOZO, Convergence of Lebesgue integrals with varying measures, Sankhyā, Ser. A, 44 (1982), pp. 380-402.
    • (1982) Sankhyā, Ser. A , vol.44 , pp. 380-402
    • SERFOZO, R.1
  • 37
    • 29844441848 scopus 로고
    • Average reward optimality equation in Markov decision processes
    • Tribute to Peter Whittle, F. P. Kelly, ed, Wiley, New York
    • H. C. TIJMS, Average reward optimality equation in Markov decision processes, in Probability, Statistics and Optimization: A Tribute to Peter Whittle, F. P. Kelly, ed., Wiley, New York, 1994, pp. 485-495.
    • (1994) Probability, Statistics and Optimization: A , pp. 485-495
    • TIJMS, H.C.1
  • 38
    • 1642380053 scopus 로고    scopus 로고
    • Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation
    • O. VEGA-AMAYA, Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation, SIAM J. Control Optim., 42 (2003), pp. 1876-1894.
    • (2003) SIAM J. Control Optim , vol.42 , pp. 1876-1894
    • VEGA-AMAYA, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.