Discrete-time zero-sum Markov games with first passage criteria

First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors

(2015) Xiao Wu et al.   JOURNAL OF APPLIED PROBABILITY

On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games

(2015) Anna Jaśkiewicz et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates

(2015) XiangXiang Huang et al.   Science China-Mathematics

Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion

(2014) Tomás Prieto-Rumeau et al.   Top

Constrained Markov decision processes with first passage criteria

(2012) Yonghui Huang et al.   ANNALS OF OPERATIONS RESEARCH

New optimality conditions for average-payoff continuous-time Markov games in Polish spaces

(2011) XianPing Guo et al.   Science China-Mathematics

Convex analytic approach to constrained discounted Markov decision processes with non-constant discount factors

(2011) Yi Zhang   Top

Nonzero Sum Stochastic Differential Games with Discounted Payoff Criterion: An Approximating Markov Chain Approach

(2008) K. Suresh Kumar   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

A New Condition and Approach for Zero-Sum Stochastic Games with Average Payoffs

(2008) Xianping Guo et al.   STOCHASTIC ANALYSIS AND APPLICATIONS