Structural approximations in discounted semi-Markov games
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 m...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2012 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/217440 |
| Acceso en línea: | http://hdl.handle.net/11336/217440 |
| Access Level: | acceso abierto |
| Palabra clave: | GAME THEORY SEMI-MARKOV GAMES ZERO-SUM GAMES https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | 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]. |
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