Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/27411
Title: Saddle points of discrete Markov zero-sum game with stopping
Authors: Li, X 
Shen, J
Song, Q
Keywords: Dynamic game
Dynamic programming principle
Markov chain approximation
Saddle points
Issue Date: 2012
Publisher: Pergamon Press
Source: Automatica, 2012, v. 48, no. 8, p. 1898-1903 How to cite?
Journal: Automatica 
Abstract: We study the sufficient conditions for the existence of a saddle point of a time-dependent discrete Markov zero-sum game up to a given stopping time. The stopping time is allowed to take either a finite or an infinite non-negative random variable with its associated objective function being well-defined. The result enables us to show the existence of the saddle points of discrete games constructed by Markov chain approximation of a class of stochastic differential games.
URI: http://hdl.handle.net/10397/27411
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2012.06.012
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