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

Tomás Prieto-Rumeau () and Onésimo Hernández-Lerma ()

Mathematical Methods of Operations Research, 2005, vol. 61, issue 3, 437-454

Abstract: 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. Copyright Springer-Verlag 2005

Keywords: Continuous-time zero-sum Markov games; Bias optimality; Overtaking optimality; 91A15; 91A25; 60J27 (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s001860400392

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