Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation

Oscar Vega-Amaya

doi:10.1137/S0363012902408423

Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation

Oscar Vega-Amaya^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

30 Scopus citations

Abstract

This paper deals with zero-sum average semi-Markov games with Borel state and action spaces, unbounded payoffs, and mean holding times. A solution to the Shapley equation is obtained via the Banach fixed-point theorem assuming that the model satisfies a Lyapunov-like condition, a growth hypothesis on the payoff function, and the mean holding times, besides standard continuity and compactness requirements.

Original language	English
Pages (from-to)	1876-1894
Number of pages	19
Journal	SIAM Journal on Control and Optimization
Volume	42
Issue number	5
DOIs	https://doi.org/10.1137/S0363012902408423
State	Published - 2003

Keywords

Average payoff criterion
Fixed-point approach
Lyapunov conditions
Zero-sum semi-Markov games

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10.1137/S0363012902408423

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abstract = "This paper deals with zero-sum average semi-Markov games with Borel state and action spaces, unbounded payoffs, and mean holding times. A solution to the Shapley equation is obtained via the Banach fixed-point theorem assuming that the model satisfies a Lyapunov-like condition, a growth hypothesis on the payoff function, and the mean holding times, besides standard continuity and compactness requirements.",

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Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation

Abstract

Keywords

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