Zero-sum continuous-time Markov pure jump game over a fixed duration
نویسندگان
چکیده
منابع مشابه
Safety Verification of Continuous-Space Pure Jump Markov Processes
We study the probabilistic safety verification problem for pure jumpMarkov processes, a class of models that generalizes continuous-time Markov chains over continuous (uncountable) state spaces. Solutions of these processes are piecewise constant, right-continuous functions from time to states. Their jump (or reset) times are realizations of a Poisson process, characterized by a jump rate funct...
متن کاملA Verification of Linear Duration Properties over Continuous Time Markov Chains
Stochastic modelling and algorithmic verification techniques have been proved useful in analysing and detecting unusual trends in performance and energy usage of systems such as power management controllers and wireless sensor devices. Many important properties are dependent on the cumulated time that the device spends in certain states, possibly intermittently. We study the problem of verifyin...
متن کاملOn Zero-Sum and Almost Zero-Sum Subgraphs Over ℤ
For a graph H with at most n vertices and a weighing of the edges of Kn with integers, we seek a copy of H in Kn whose weight is minimal, possibly even zero. Of a particular interest are the cases where H is a spanning subgraph (or an almost spanning subgraph) and the case where H is a fixed graph. In particular, we show that relatively balanced weighings of Kn with {−r, . . . , r} guarantee al...
متن کاملStochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem
Under the notable Issacs’s condition on the Hamiltonian, the existence results of a saddle point are obtained for the stochastic recursive zero-sum differential game and mixed differential game problem, that is, the agents can also decide the optimal stopping time. Themain tools are backward stochastic differential equations BSDEs and double-barrier reflected BSDEs. As the motivation and applic...
متن کاملRobust H2 control of continuous-time Markov jump linear systems
This paper is concerned with the problem of designing robust H2 state-feedback controllers for continuous-time Markov jump linear systems subject to polytopic-type parameter uncertainty. Based on the parameter-dependent Lyapunov function approach, a new method for designing robust H2 controllers is presented in terms of solutions to a set of linear matrix inequalities. A numerical example is gi...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2017
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2017.03.073