Name
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. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1016/j.orl.2007.02.002 | Oper. Res. Lett. |
Keywords | Field | DocType |
unique solution,saddle point equilibrium,zero-sum stochastic game,value function,certain condition,bilateral constraint,certain dynamic programming inequality,stopping time,value,stochastic game,saddle point,strategy,mathematics | Mathematical optimization,Optional stopping theorem,Optimal stopping,Strategy,Repeated game,Sequential game,Stopping time,Example of a game without a value,Mathematics,Stochastic game | Journal |
Volume | Issue | ISSN |
35 | 6 | Operations Research Letters |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mrinal K. Ghosh | 1 | 28 | 9.78 |
| K. S. Mallikarjuna Rao | 2 | 8 | 3.42 |