Showing 1 - 4 of 4
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...
Persistent link: https://www.econbiz.de/10010847694
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...
Persistent link: https://www.econbiz.de/10010999720
This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence of average reward optimal policies with...
Persistent link: https://www.econbiz.de/10010999914
This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence of average reward optimal policies with...
Persistent link: https://www.econbiz.de/10010759505