Ghosh, Mrinal K. ; Mallikarjuna Rao, K. S. (2007) Zero-sum stochastic games with stopping and control Operations Research Letters, 35 (6). pp. 799-804. ISSN 0167-6377
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/j.orl.2007.02.002
Abstract
We study a zero-sum stochastic game where each player uses both control and stopping times. Under certain conditions we establish the existence of a saddle point equilibrium, and show that the value function of the game is the unique solution of certain dynamic programming inequalities with bilateral constraints.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Stochastic Game; Strategy; Stopping Time; Value; Saddle Point Equilibrium |
| ID Code: | 11861 |
| Deposited On: | 13 Nov 2010 13:47 |
| Last Modified: | 02 Jun 2011 07:42 |
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