Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies
Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, th...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
González-Sánchez, David [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2018 |
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| Schlagwörter: |
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| Anmerkung: |
© Springer Science+Business Media, LLC, part of Springer Nature 2018 |
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| Übergeordnetes Werk: |
Enthalten in: Dynamic games and applications - Boston : Birkhäuser, 2010, 9(2018), 1 vom: 03. März, Seite 103-121 |
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| Übergeordnetes Werk: |
volume:9 ; year:2018 ; number:1 ; day:03 ; month:03 ; pages:103-121 |
| Links: |
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| DOI / URN: |
10.1007/s13235-018-0248-8 |
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| Katalog-ID: |
SPR03097707X |
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| 100 | 1 | |a González-Sánchez, David |e verfasserin |4 aut | |
| 245 | 1 | 0 | |a Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies |
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| 520 | |a Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. | ||
| 650 | 4 | |a Markov games |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Discounted optimality |7 (dpeaa)DE-He213 | |
| 650 | 4 | |a Nonconstant discount factor |7 (dpeaa)DE-He213 | |
| 700 | 1 | |a Luque-Vásquez, Fernando |4 aut | |
| 700 | 1 | |a Minjárez-Sosa, J. Adolfo |0 (orcid)0000-0002-3453-4508 |4 aut | |
| 773 | 0 | 8 | |i Enthalten in |t Dynamic games and applications |d Boston : Birkhäuser, 2010 |g 9(2018), 1 vom: 03. März, Seite 103-121 |w (DE-627)640089410 |w (DE-600)2581474-6 |x 2153-0793 |7 nnns |
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10.1007/s13235-018-0248-8 doi (DE-627)SPR03097707X (SPR)s13235-018-0248-8-e DE-627 ger DE-627 rakwb eng González-Sánchez, David verfasserin aut Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC, part of Springer Nature 2018 Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. Markov games (dpeaa)DE-He213 Discounted optimality (dpeaa)DE-He213 Nonconstant discount factor (dpeaa)DE-He213 Luque-Vásquez, Fernando aut Minjárez-Sosa, J. Adolfo (orcid)0000-0002-3453-4508 aut Enthalten in Dynamic games and applications Boston : Birkhäuser, 2010 9(2018), 1 vom: 03. März, Seite 103-121 (DE-627)640089410 (DE-600)2581474-6 2153-0793 nnns volume:9 year:2018 number:1 day:03 month:03 pages:103-121 https://dx.doi.org/10.1007/s13235-018-0248-8 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2018 1 03 03 103-121 |
| spelling |
10.1007/s13235-018-0248-8 doi (DE-627)SPR03097707X (SPR)s13235-018-0248-8-e DE-627 ger DE-627 rakwb eng González-Sánchez, David verfasserin aut Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC, part of Springer Nature 2018 Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. Markov games (dpeaa)DE-He213 Discounted optimality (dpeaa)DE-He213 Nonconstant discount factor (dpeaa)DE-He213 Luque-Vásquez, Fernando aut Minjárez-Sosa, J. Adolfo (orcid)0000-0002-3453-4508 aut Enthalten in Dynamic games and applications Boston : Birkhäuser, 2010 9(2018), 1 vom: 03. März, Seite 103-121 (DE-627)640089410 (DE-600)2581474-6 2153-0793 nnns volume:9 year:2018 number:1 day:03 month:03 pages:103-121 https://dx.doi.org/10.1007/s13235-018-0248-8 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2018 1 03 03 103-121 |
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10.1007/s13235-018-0248-8 doi (DE-627)SPR03097707X (SPR)s13235-018-0248-8-e DE-627 ger DE-627 rakwb eng González-Sánchez, David verfasserin aut Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC, part of Springer Nature 2018 Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. Markov games (dpeaa)DE-He213 Discounted optimality (dpeaa)DE-He213 Nonconstant discount factor (dpeaa)DE-He213 Luque-Vásquez, Fernando aut Minjárez-Sosa, J. Adolfo (orcid)0000-0002-3453-4508 aut Enthalten in Dynamic games and applications Boston : Birkhäuser, 2010 9(2018), 1 vom: 03. März, Seite 103-121 (DE-627)640089410 (DE-600)2581474-6 2153-0793 nnns volume:9 year:2018 number:1 day:03 month:03 pages:103-121 https://dx.doi.org/10.1007/s13235-018-0248-8 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2018 1 03 03 103-121 |
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10.1007/s13235-018-0248-8 doi (DE-627)SPR03097707X (SPR)s13235-018-0248-8-e DE-627 ger DE-627 rakwb eng González-Sánchez, David verfasserin aut Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies 2018 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Springer Science+Business Media, LLC, part of Springer Nature 2018 Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. Markov games (dpeaa)DE-He213 Discounted optimality (dpeaa)DE-He213 Nonconstant discount factor (dpeaa)DE-He213 Luque-Vásquez, Fernando aut Minjárez-Sosa, J. Adolfo (orcid)0000-0002-3453-4508 aut Enthalten in Dynamic games and applications Boston : Birkhäuser, 2010 9(2018), 1 vom: 03. März, Seite 103-121 (DE-627)640089410 (DE-600)2581474-6 2153-0793 nnns volume:9 year:2018 number:1 day:03 month:03 pages:103-121 https://dx.doi.org/10.1007/s13235-018-0248-8 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 9 2018 1 03 03 103-121 |
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González-Sánchez, David @@aut@@ Luque-Vásquez, Fernando @@aut@@ Minjárez-Sosa, J. Adolfo @@aut@@ |
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González-Sánchez, David |
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Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies Markov games (dpeaa)DE-He213 Discounted optimality (dpeaa)DE-He213 Nonconstant discount factor (dpeaa)DE-He213 |
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zero-sum markov games with random state-actions-dependent discount factors: existence of optimal strategies |
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Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies |
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Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. © Springer Science+Business Media, LLC, part of Springer Nature 2018 |
| abstractGer |
Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. © Springer Science+Business Media, LLC, part of Springer Nature 2018 |
| abstract_unstemmed |
Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies. © Springer Science+Business Media, LLC, part of Springer Nature 2018 |
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<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">SPR03097707X</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230331062859.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">201007s2018 xx |||||o 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/s13235-018-0248-8</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)SPR03097707X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(SPR)s13235-018-0248-8-e</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">González-Sánchez, David</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2018</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Springer Science+Business Media, LLC, part of Springer Nature 2018</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form %$\tilde{\alpha }(x_{n},a_{n},b_{n},\xi _{n+1})%$, where %$x_{n}, a_{n}, b_{n}%$, and %$\xi _{n+1}%$ are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Markov games</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Discounted optimality</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Nonconstant discount factor</subfield><subfield code="7">(dpeaa)DE-He213</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Luque-Vásquez, Fernando</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Minjárez-Sosa, J. 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