New optimality conditions for average-payoff continuous-time Markov games in Polish spaces

作     者：GUO XianPing HERNNDEZ-LERMA Onsimo 

作者机构：The School of Mathematics and Computational ScienceZhongshan UniversityGuangzhou 510275China Department of MathematicsCINVESTAV-IPN A.Postal 14-740Mxico D.F.07000Mxico 

出 版 物：《Science China Mathematics》 (中国科学：数学（英文版）)

年 卷 期：2011年第54卷第4期

页      面：793-816页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 080902[工学-电路与系统] 07[理学] 0809[工学-电子科学与技术（可授工学、理学学位）] 08[工学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：supported by National Natural Science Foundation and GDUPS (2010) supported by CONACyT Grant 104001 

主　　题：zero-sum stochastic Markov games average payoffs optimality inequalities unbounded transition rates 

摘      要：This paper concerns two-person zero-sum games for a class of average-payoff continuous-time Markov processes in Polish *** underlying processes are determined by transition rates that are allowed to be unbounded,and the payoff function may have neither upper nor lower *** use two optimality inequalities to replace the so-called optimality equation in the previous *** more general conditions,these optimality inequalities yield the existence of the value of the game and of a pair of optimal stationary *** some additional conditions we further establish the optimality equation ***,we use several examples to illustrate our results,and also to show the difference between the conditions in this paper and those in the *** particular,one of these examples shows that our approach is more general than all of the existing ones because it allows nonergodic Markov processes.