Zero-Sum Average Semi-Markov Games: Fixed-Point Solutions of the Shapley Equation
نویسنده
چکیده
This paper deals with zero-sum average semi-Markov games with Borel state and action spaces, and unbounded payoffs and mean holding times. A solution of the Sapley equation is obtained via the Banach Fixed Point Theorem assumming that the model satisfies a Lyapunov-like condition, a growth hypothesis on the payoff function and the mean holding time, besides standard continuity and compactness requirements.
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عنوان ژورنال:
- SIAM J. Control and Optimization
دوره 42 شماره
صفحات -
تاریخ انتشار 2003