SIAM Journal on Control and Optimization, Vol.42, No.5, 1876-1894, 2003
Zero-sum average semi-Markov games: Fixed-point solutions of the Shapley equation
This paper deals with zero-sum average semi-Markov games with Borel state and action spaces, unbounded payoffs, and mean holding times. A solution to the Shapley equation is obtained via the Banach fixed-point theorem assuming that the model satisfies a Lyapunov-like condition, a growth hypothesis on the payoff function, and the mean holding times, besides standard continuity and compactness requirements.
Keywords:zero-sum semi-Markov games;average payoff criterion;Lyapunov conditions;fixedpoint;approach