On a Continuous Solution to the Bellman-Poisson Equation in Stochastic Games

Anna Jaśkiewicz

Journal of Optimization Theory and Applications, 2010, vol. 145, issue 3, No 3, 458 pages

Abstract: Abstract In this note, we study the Bellman-Poisson equation associated with a class of ergodic zero-sum semi-Markov games. The main objective is to prove that this equation has a continuous solution and both players have optimal stationary strategies.

Keywords: Zero-sum semi-Markov games; Optimality equations; Optimal strategies (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10957-010-9698-x

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