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...

Descripción completa

Detalles Bibliográficos
Autores: Della Vecchia, Eugenio Martín, Di Marco, Silvia Cristina, Jean Marie, Alain
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
id AR_c8a05efa3f8158fbac4182cc1dcc58c0
oai_identifier_str oai:ri.conicet.gov.ar:11336/217440
network_acronym_str AR
network_name_str Argentina
repository_id_str
spelling Structural approximations in discounted semi-Markov gamesDella Vecchia, Eugenio MartínDi Marco, Silvia CristinaJean Marie, AlainGAME THEORYSEMI-MARKOV GAMESZERO-SUM GAMEShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We 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].Fil: Della Vecchia, Eugenio Martín. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Di Marco, Silvia Cristina. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Jean Marie, Alain. Université Montpellier II; Francia. Centre National de la Recherche Scientifique; FranciaInstitut National de Recherche en Informatique et en Automatique2012-12info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/217440Della 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; 1-190249-6399CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://hal.inria.fr/hal-00764217/documentinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2024-05-08T13:44:33Zoai:ri.conicet.gov.ar:11336/217440instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982024-05-08 13:44:33.498CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Structural approximations in discounted semi-Markov games
title Structural approximations in discounted semi-Markov games
spellingShingle Structural approximations in discounted semi-Markov games
Della Vecchia, Eugenio Martín
GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
title_short Structural approximations in discounted semi-Markov games
title_full Structural approximations in discounted semi-Markov games
title_fullStr Structural approximations in discounted semi-Markov games
title_full_unstemmed Structural approximations in discounted semi-Markov games
title_sort Structural approximations in discounted semi-Markov games
dc.creator.none.fl_str_mv Della Vecchia, Eugenio Martín
Di Marco, Silvia Cristina
Jean Marie, Alain
author Della Vecchia, Eugenio Martín
author_facet Della Vecchia, Eugenio Martín
Di Marco, Silvia Cristina
Jean Marie, Alain
author_role author
author2 Di Marco, Silvia Cristina
Jean Marie, Alain
author2_role author
author
dc.subject.none.fl_str_mv GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
topic GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
description 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].
publishDate 2012
dc.date.none.fl_str_mv 2012-12
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/217440
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
0249-6399
CONICET Digital
CONICET
url http://hdl.handle.net/11336/217440
identifier_str_mv 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
0249-6399
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://hal.inria.fr/hal-00764217/document
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Institut National de Recherche en Informatique et en Automatique
publisher.none.fl_str_mv Institut National de Recherche en Informatique et en Automatique
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1799195143057702912
score 15,812429

Similares en LA Referencia