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Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution

- Discounted and Average Criteria
Af: J. Adolfo Minjarez-Sosa Engelsk Paperback

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution

- Discounted and Average Criteria
Af: J. Adolfo Minjarez-Sosa Engelsk Paperback
Tjek vores konkurrenters priser
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications.
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This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications.
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Produktdetaljer
Sprog: Engelsk
Sider: 120
ISBN-13: 9783030357191
Indbinding: Paperback
Udgave:
ISBN-10: 3030357198
Kategori: Stokastik
Udg. Dato: 28 jan 2020
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Nature Switzerland AG
Oplagsdato: 28 jan 2020
Forfatter(e): J. Adolfo Minjarez-Sosa
Forfatter(e) J. Adolfo Minjarez-Sosa

Kategori Stokastik

ISBN-13 9783030357191

Sprog Engelsk

Indbinding Paperback

Sider 120

Udgave

Længde 0mm

Bredde 155mm

Højde 235mm

Udg. Dato 28 jan 2020

Oplagsdato 28 jan 2020

Forlag Springer Nature Switzerland AG