Zero-sum semi-Markov games with a probability criterion. Issue 3 (3rd April 2022)

• Record Type: Journal Article
• Authors: Bhabak, Arnab; Pal, Chandan; Saha, Subhamay
• Is Part Of: Stochastics. Volume 94:Issue 3(2022)
• Page Start: 415
• Page End: 431
• Publication Date: 2022-04-03
• Subjects: Zero-sum semi-Markov game -- probability criterion -- upper value -- lower value -- saddle point equilibrium; Primary: 91A60 -- Secondary: 60K15; Stochastic processes -- Periodicals; Probabilities -- Periodicals; 519.2
• DOI: 10.1080/17442508.2021.1957891
• Languages: English
• ISSNs: 1744-2508

Abstract

Abstract : In this paper, we consider a semi-Markov zero-sum stochastic game with a general state and finite action spaces. The performance is analysed via a probability criterion. Under suitable assumptions, we establish the existence of the value of the game and also characterize it through an optimality equation. In the process, we also prescribe a saddle point equilibrium.