Zero-sum stochastic games with stopping and control

Ghosh, Mrinal K and Rao, Mallikarjuna KS (2007) Zero-sum stochastic games with stopping and control. In: Operations Research Letters, 35 (6). pp. 799-804.

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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:	Journal Article
Publication:	Operations Research Letters
Publisher:	Elsevier B.V.
Additional Information:	Copyright of this article belongs to Elsevier.
Keywords:	Stochastic game; Strategy; Stopping time; Value; Saddle point equilibrium
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	04 Mar 2008
Last Modified:	19 Sep 2010 04:43
URI:	http://eprints.iisc.ac.in/id/eprint/13220

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