منابع مشابه
Approximations in Dynamic Zero-sum Games, Ii Approximations in Dynamic Zero-sum Games, Ii
We pursue in this paper our study of approximations of values and-saddle-point policies in dynamic zero-sum games. After extending the general theorem for approximation, we study zero-sum stochastic games with countable state space, and non-bounded immediate reward. We focus on the expected average payoo criterion. We use some tools developed in the rst paper, to obtain the convergence of the v...
متن کاملInformation Relaxations and Dynamic Zero-Sum Games
Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems. These games are generally very difficult to solve even when one player’s strategy is fixed, and so constructing and evaluating good sub-optimal policies for each...
متن کاملApproximations in Dynamic Zero-sum Games
We develop a unifying approach for approximating a “limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or “almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to stat...
متن کاملApproximations in Dynamic Zero-sum Games, I
We develop a unifying approach for approximating a \limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or \almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to stat...
متن کاملPerturbed zero-sum games with applications to dynamic games
This paper deals with perturbed matrix games. The main result is that the sets of solutions of perturbed games converge to subsets of solutions of appropriate lexicographic games. We consider applications of these results to dynamic games. In particular, we consider applications to repeated games with weighted discounted criteria and to finite-horizon stochastic games with perturbed transition ...
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: Entropy
سال: 2021
ISSN: 1099-4300
DOI: 10.3390/e23020154