Bias and overtaking equilibria for zero-sum continuous-time Markov games

Abstract

This paper deals with continuous-time zero-sum two-person Markov games with denumerable state space, general (Borel) action spaces and possibly unbounded transition and reward/cost rates. We analyze the bias optimality and the weakly overtaking optimality criteria. An example shows that, in contrast to control (or one-player) problems, these criteria are not equivalent for games.