Approximations in Dynamic Zero-sum Games, I
نویسنده
چکیده
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 state approximations of stochastic games, to convergence of nite horizon problems to innnite horizon problems, to convergence in the discount factor and in the immediate reward.
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...
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