| Article ID: | iaor20104438 |
| Volume: | 145 |
| Issue: | 3 |
| Start Page Number: | 451 |
| End Page Number: | 458 |
| Publication Date: | Jun 2010 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Jakiewicz A |
In this note, we study the Bellman-Poisson equation associated with a class of ergodic zero-sum semi-Markov games. The main objective is to prove that this equation has a continuous solution and both players have optimal stationary strategies.