منابع مشابه
Stochastic Games with Short-Stage Duration
We introduce asymptotic analysis of stochastic games with shortstage duration. The play of stage k, k ≥ 0, of a stochastic game Γδ with stage duration δ is interpreted as the play in time kδ ≤ t < (k+ 1)δ, and therefore the average payoff of the n-stage play per unit of time is the sum of the payoffs in the first n stages divided by nδ, and the λ-discounted present value of a payoff g in stage ...
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We study the links between the values of stochastic games with varying stage duration h, the corresponding Shapley operators T and Th = hT+ (1− h)Id and the solution of the evolution equation ḟt = (T − Id)ft. Considering general non expansive maps we establish two kinds of results, under both the discounted or the finite length framework, that apply to the class of “exact” stochastic games. Fir...
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Regret minimization in repeated matrix games has been extensively studied ever since Hannan’s (1957) seminal paper. Several classes of no-regret strategies now exist; such strategies secure a longterm average payoff as high as could be obtained by the fixed action that is best, in hindsight, against the observed action sequence of the opponent. We consider an extension of this framework to repe...
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ژورنال
عنوان ژورنال: Dynamic Games and Applications
سال: 2013
ISSN: 2153-0785,2153-0793
DOI: 10.1007/s13235-013-0083-x