@inproceedings{1bfce5c15d42419fb2c0ff795ed05e55,
title = "On stochastic hybrid zero-sum games with nonlinear slow dynamics",
abstract = "This paper considers a continuous-time stochastic hybrid system, controlled by two players with opposite objectives (zero-sum game). The parameters of the system may jump at discrete moments of time according to a Markov decision process, namely, a Markov chain that is directly controlled by both players and has finite state and action spaces. Assuming that the length of the intervals between the jumps is defined by a small parameter epsilon, the value of this game is shown to have a limit as the small parameter tends to 0. This limit is established to coincide with the viscosity solution of some Hamilton-Jacobi-type equations.",
author = "Nguyen, {Minh Tuan} and Eitan Altman and Vladimir Gaitsgory",
year = "2001",
doi = "10.1007/978-1-4612-0155-7_9",
language = "English",
isbn = "9781461266372",
volume = "6",
series = "ANNALS OF THE INTERNATIONAL SOCIETY OF DYNAMIC GAMES",
publisher = "Birkhauser Boston",
pages = "129--145",
editor = "Eitan Altman and Odile Pourtallier",
booktitle = "Advances in dynamic games and applications",
address = "United States",
note = "8th International Symposium of Dynamic Games and Applications ; Conference date: 05-07-1998 Through 08-07-1998",
}