Some remarks on equilibria in semi-Markov games
نویسندگان
چکیده
منابع مشابه
Some Remarks on Equilibria in Semi-markov Games
This paper is a first study of correlated equilibria in nonzerosum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide ...
متن کاملCyclic Equilibria in Markov Games
Although variants of value iteration have been proposed for finding Nash or correlated equilibria in general-sum Markov games, these variants have not been shown to be effective in general. In this paper, we demonstrate by construction that existing variants of value iteration cannot find stationary equilibrium policies in arbitrary general-sum Markov games. Instead, we propose an alternative i...
متن کاملRemarks on filtering of semi-markov data
This paper tries to give some insight about relationships between Viterbi and Forward-backward algorithm (used in the context of Hidden Markov Models) on one hand and Kalman ltering and Rauch-Tung-Striebel smoothing on the other. We give an unifying view which shows how those algorithms are related and give an example of an hybrid system which can be ltered through a mixed algorithm. Remarques ...
متن کاملConstrained Markov Games: Nash Equilibria
In this paper we develop the theory of constrained Markov games. We consider the expected average cost as well as discounted cost. We allow diierent players to have different types of costs. We present suucient conditions for the existence of stationary Nash equilibrium. Our results are based on the theory of sensitivity analysis of mathematical programs developed by Dantzig, Folkman and Shapir...
متن کاملMarkov Perfect Equilibria in Stochastic Bequest Games
In many real-life situations, the preferences of an economic agent change over time. Rational behaviour of such agents was studied by many authors (Strotz, Pollak, Bernheim and Ray) who considered so-called “consistent plans”. Phelps and Pollak [10] introduced the notion of “quasi-hyperbolic discounting”, which is a modification of the classical discounting proposed in 1937 by Samuelson. Within...
متن کاملذخیره 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: Applicationes Mathematicae
سال: 2000
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-27-4-385-394