Two-Person Zero-Sum Stochastic Games with Semicontinuous Payoff
نویسندگان
چکیده
منابع مشابه
Two-Person Zero-Sum Stochastic Games with Semicontinuous Payoff
Consider a two-person zero-sum stochastic game with Borel state space S, compact metric action sets A, B and law of motion q such that the integral under q of every bounded Borel measurable function depends measurably on the initial state s and continuously on the actions (a,b) of the players. Suppose the payoff is a bounded function f of the infinite history of states and actions such that f i...
متن کاملA TRANSITION FROM TWO-PERSON ZERO-SUM GAMES TO COOPERATIVE GAMES WITH FUZZY PAYOFFS
In this paper, we deal with games with fuzzy payoffs. We proved that players who are playing a zero-sum game with fuzzy payoffs against Nature are able to increase their joint payoff, and hence their individual payoffs by cooperating. It is shown that, a cooperative game with the fuzzy characteristic function can be constructed via the optimal game values of the zero-sum games with fuzzy payoff...
متن کاملOn Canonical Forms for Two-person Zero-sum Limiting Average Payoff Stochastic Games
We consider two-person zero-sum mean payoff undiscounted stochastic games. We give a sufficient condition for the existence of a saddle point in uniformly optimal stationary strategies. Namely, we obtain sufficient conditions that enable us to bring the game, by applying potential transformations to a canonical form in which locally optimal strategies are globally optimal, and hence the value f...
متن کاملA lower bound for discounting algorithms solving two-person zero-sum limit average payoff stochastic games
It is shown that the discount factor needed to solve an undiscounted mean payoff stochastic game to optimality is exponentially close to 1, even in games with a single random node and polynomially bounded rewards and transition probabilities.
متن کاملA potential reduction algorithm for two-person zero-sum limiting average payoff stochastic games
We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real , let us call a stochastic game -ergodic, if its values from any two initial points differ by at most . The proposed new algorithm outputs for every > 0 in finite time either a pair of stationary strategies for the two players guaranteeing that the values fro...
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: Dynamic Games and Applications
سال: 2012
ISSN: 2153-0785,2153-0793
DOI: 10.1007/s13235-012-0054-7