Artículo
Rolling horizon procedures in Semi-Markov Games: The Discounted Case
Fecha de publicación:
05/2014
Editorial:
Institut National de Recherche en Informatique et en Automatique
Revista:
Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique
ISSN:
0249-6399
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problems
Palabras clave:
Semi-Markov Games
,
Rolling Horizon Procedures
Archivos asociados
Licencia
Identificadores
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; Rolling horizon procedures in Semi-Markov Games: The Discounted Case; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique; 8019; 5-2014; 1-23
Compartir