Markov stopping games with an absorbing state and total reward criterion
Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo (2021)
Kybernetika
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This work is concerned with discrete-time zero-sum games with Markov transitions on a denumerable space. At each decision time player II can stop the system paying a terminal reward to player I, or can let the system to continue its evolution. If the system is not halted, player I selects an action which affects the transitions and receives a running reward from player II. Assuming the existence of an absorbing state which is accessible from any other state, the performance of a pair...