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Zero-sum Markov games with stopping and impulsive strategies

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Abstract

Three kinds of zero-sum Markov games with stopping and impulsive strategies are considered. For these games we find the saddle point strategies and prove that, the value of the game depends continuously on the initial state.

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Communicated by A. V. Balakrishnan

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Stettner, Ł. Zero-sum Markov games with stopping and impulsive strategies. Appl Math Optim 9, 1–24 (1982). https://doi.org/10.1007/BF01460115

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