Artículo
Structural approximations in discounted semi-Markov games
Fecha de publicación:
12/2012
Editorial:
Institut National de Recherche en Informatique et en Automatique
Revista:
Rapports de Recherche
ISSN:
0249-6399
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We consider the problem of approximating the values and the equilibria in two-person zero-sum discounted semi-Markov games with in nite horizon and compact action spaces, when several uncertainties are present about the parameters of the model. Speci cally: on the one hand, we study approximations made on the transition probabilities, the discount factor and the reward functions when the state space is a borelian set. On the other hand, we study approximations on the state space for denumerable ones. Our results are based on those of Tidball and Altman on generic zero-sum games [9]. We provide conditions under which these results can be applied. We also discuss the application of such approximations for nite-horizon games, in relation with the Approximate Rolling Horizon procedure proposed in [3].
Palabras clave:
GAME THEORY
,
SEMI-MARKOV GAMES
,
ZERO-SUM GAMES
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Colecciones
Articulos(CCT - ROSARIO)
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - ROSARIO
Articulos de CTRO.CIENTIFICO TECNOL.CONICET - ROSARIO
Citación
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Structural approximations in discounted semi-Markov games; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche; 8162; 12-2012; 1-19
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