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Zero-Sum Two-Person Semi-Markov Games

Arbind K. Lal and Sagnik Sinha
Journal of Applied Probability
Vol. 29, No. 1 (Mar., 1992), pp. 56-72
DOI: 10.2307/3214791
Stable URL: http://www.jstor.org/stable/3214791
Page Count: 17
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Zero-Sum Two-Person Semi-Markov Games
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Abstract

Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.

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