Mean-field risk sensitive control and zero-sum games for Markov chains

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type

We show existence of an optimal control and a saddlepoint for the zero-sum games associated with payoff functionals of mean-field type, under a dynamics driven by a class of Markov chains of mean-field type.

متن کامل

Risk-Sensitive Mean-Field Stochastic Differential Games

In this paper, we study a class of risk-sensitive mean-field stochastic differential games. Under regularity assumptions, we use results from standard risk-sensitive differential game theory to show that the mean-field value of the exponentiated cost functional coincides with the value function of a Hamilton-Jacobi-Bellman-Fleming (HJBF) equation with an additional quadratic term. We provide an...

متن کامل

Flow Control Using the Theory of Zero Sum Markov Games

We consider the problem of dynamic ow control of arriving packets into an innnite buuer. The service rate may depend on the state of the system, may change in time and is unknown to the controller. The goal of the controller is to design an eecient policy which guarantees the best performance under the worst service conditions. The cost is composed of a holding cost, a cost for rejecting custom...

متن کامل

Sampling Techniques for Markov Games Approximation Results on Sampling Techniques for Zero-sum, Discounted Markov Games

We extend the “policy rollout” sampling technique for Markov decision processes to Markov games, and provide an approximation result guaranteeing that the resulting sampling-based policy is closer to the Nash equilibrium than the underlying base policy. This improvement is achieved with an amount of sampling that is independent of the state-space size. We base our approximation result on a more...

متن کامل

Sampling Techniques for Zero-sum, Discounted Markov Games

In this paper, we first present a key approximation result for zero-sum, discounted Markov games, providing bounds on the state-wise loss and the loss in the sup norm resulting from using approximate Q-functions. Then we extend the policy rollout technique for MDPs to Markov games. Using our key approximation result, we prove that, under certain conditions, the rollout technique gives rise to a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Bulletin des Sciences Mathématiques

سال: 2019

ISSN: 0007-4497

DOI: 10.1016/j.bulsci.2019.01.004