Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-012-4515-7.pdf
Reference22 articles.
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2. Altman E, Avrachenkov K, Bonneau N, et al. Constrained cost-coupled stochastic games with independent state processes. Oper Res Lett, 2008, 36: 160–164
3. Federgruen A. On N-person stochastic games with denumerable state space. Adv Appl Probab, 1978, 10: 452–471
4. Guo X P, Hernández-Lerma O. Drift and monotonicity conditions for continuous-time controlled Markov chains with an average criterion. IEEE Trans Automat Control, 2003, 48: 236–245
5. Guo X P, Hernández-Lerma O. Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates. J Appl Probab, 2003, 40: 327–345
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