Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774452 | Journal of Mathematical Analysis and Applications | 2017 | 15 Pages |
Abstract
This paper considers a two-person zero-sum continuous-time Markov pure jump game in Borel state and action spaces over a fixed finite horizon. The main assumption on the model is the existence of a drift function, which bounds the reward rate. Under some regularity conditions, we show that the game has a value, and both of the players have their optimal policies.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Xin Guo, Yi Zhang,