Geodesic
Markov stopping games with an absorbing state and total reward criterion
Kybernetika, Tome 57 (2021) no. 3, pp. 474-492

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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 of decision strategies is measured by the total expected reward criterion. In this context it is shown that the value function of the game is characterized by an equilibrium equation, and the existence of a Nash equilibrium is established.
DOI : 10.14736/kyb-2021-3-0474
Classification : 91A10, 91A15
Keywords: non-expansive operator; monotonicity property; fixed point; equilibrium equation; hitting time; bounded rewards 
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     title = {Markov stopping games with an absorbing state and total reward criterion},
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Cavazos-Cadena, Rolando; Rodríguez-Gutiérrez, Luis; Sánchez-Guillermo, Dulce María. Markov stopping games with an absorbing state and total reward criterion. Kybernetika, Tome 57 (2021) no. 3, pp. 474-492. doi: 10.14736/kyb-2021-3-0474

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