Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/102160
Title: Extremal Shift Rule for Continuous-Time Zero-Sum Markov Games
Authors: Averboukh, Y.
Issue Date: 2017
Publisher: Springer New York LLC
Citation: Averboukh Y. Extremal Shift Rule for Continuous-Time Zero-Sum Markov Games / Y. Averboukh. — DOI 10.1007/s13235-015-0173-z // Dynamic Games and Applications. — 2017. — Vol. 7. — Iss. 1. — P. -.
Abstract: In the paper we consider the controlled continuous-time Markov chain describing the interacting particles system with the finite number of types. The system is controlled by two players with the opposite purposes. This Markov game converges to a zero-sum differential game when the number of particles tends to infinity. Krasovskii–Subbotin extremal shift provides the optimal strategy in the limiting game. The main result of the paper is the near optimality of the Krasovskii–Subbotin extremal shift rule for the original Markov game. © 2015, Springer Science+Business Media New York.
Keywords: CONTINUOUS-TIME MARKOV GAMES
CONTROL WITH GUIDE STRATEGIES
DIFFERENTIAL GAMES
EXTREMAL SHIFT RULE
URI: http://hdl.handle.net/10995/102160
Access: info:eu-repo/semantics/openAccess
SCOPUS ID: 85012875116
PURE ID: 1618713
9488e849-d251-40a3-b07a-64f553457f0b
ISSN: 21530785
DOI: 10.1007/s13235-015-0173-z
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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