Mathematical Methods of Operations Research

, Volume 61, Issue 3, pp 437–454 | Cite as

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

  • Tomás Prieto-RumeauEmail author
  • Onésimo Hernández-Lerma


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.


Continuous-time zero-sum Markov games Bias optimality Overtaking optimality 

AMS Mathematics Subject Classifications (2000)

91A15 91A25 60J27 


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Copyright information

© Springer-Verlag 2005

Authors and Affiliations

  • Tomás Prieto-Rumeau
    • 1
    Email author
  • Onésimo Hernández-Lerma
    • 2
  1. 1.Departamento de Economía Aplicada Cuantitativa II. Facultad de Ciencias Económicas y EmpresarialesUniversidad Nacional de Educación a DistanciaMadridSpain
  2. 2.Departamento de MatemáticasCINVESTAV-IPN. A Postal 14-740, MéxicoMexico

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