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Zero-sum two-person semi-Markov games

Published online by Cambridge University Press:  14 July 2016

Arbind K. Lal and
Sagnik Sinha
Arbind K. Lal*
Affiliation:
Indian Statistical Institute
Sagnik Sinha*
Affiliation:
Indian Statistical Institute
*
Postal address for both authors: Indian Statistical Institute, New Delhi 110016, India.
Postal address for both authors: Indian Statistical Institute, New Delhi 110016, India.
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Abstract

Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.

Keywords

STOCHASTIC GAMESPAYOFF CRITERIONSEMI-MARKOV DECISION PROCESSES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 29 , Issue 1 , March 1992, pp. 56 - 72
Copyright
Copyright © Applied Probability Trust 1992 

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Footnotes

∗

Supported by a research grant from the University Grants Commission, India.

∗∗

Supported by a research grant from the National Board of Higher Mathematics, Tata Institute of Fundamental Research, India.

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