COSTA, Oswaldo Luiz Do Valle; DUFOUR, François

doi:10.1007/s00245-017-9416-2

Métadonnées

Licence d’utilisation du document

COSTA, Oswaldo Luiz Do Valle
Universidade de São Paulo = University of São Paulo [USP]

DUFOUR, François
Quality control and dynamic reliability [CQFD]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Institut de Mathématiques de Bordeaux [IMB]
Centre Inria de l'Université de Bordeaux

Langue

Article de revue

Ce document a été publié dans

Applied Mathematics and Optimization. 2018

Springer Verlag (Germany)

Résumé en anglais

This papers dealswith the zero-sum gamewith a discounted reward criterionfor piecewise deterministic Markov process (PDMPs) in general Borel spaces. Thetwo players can act on the jump rate and transition measure of the process, with thedecisions being taken just after a jump of the process. The goal of this paper is toderive conditions for the existence of min–max strategies for the infinite horizon totalexpected discounted reward function, which is composed of running and boundaryparts. The basic idea is, by using the special features of the PDMPs, to re-write theproblem via an embedded discrete-time Markov chain associated to the PDMP andre-formulate the problem as a discrete-stage zero sum game problem.< Réduire

Mots clés en anglais

Continuous-time

Discounted reward criterion

Zero sum games

General borel spaces

Métadonnées

Partager cette publication !

Licence d’utilisation du document

Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov Processes

Langue

Ce document a été publié dans

Résumé en anglais

Mots clés en anglais

URI

DOI

Origine

Unités de recherche