Two-person zero-sum stochastic games with varying discount factors

In this paper, two-person zero-sum Markov games with Borel state space and action space, unbounded reward function and state-dependent discount factors are studied. The optimal criterion is expected discount criterion. Firstly, sufficient conditions for the existence of optimal policies are given fo...

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Bibliographic Details
Main Authors: Xiao Wu, Qi Wang, Yinying Kong
Format: Article
Language:English
Published: AIMS Press 2021-08-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2021668?viewType=HTML