Zero-sum constrained stochastic games with independent state processes
نویسندگان
چکیده
منابع مشابه
Zero-sum constrained stochastic games with independent state processes
We consider a zero-sum stochastic game with side constraints for both players with a special structure. There are two independent controlled Markov chains, one for each player. The transition probabilities of the chain associated with a player as well as the related side constraints depend only on the actions of the corresponding player; the side constraints also depend on the player’s controll...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2005
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-005-0034-4