Two person zero-sum semi-markov games with unknown holding times distribution on one side:: A discounted payoff criterion

被引：13

作者：

Adolfo Minjarez-Sosa, J. ^{[1
]}

Luque-Vasquez, Fernando ^{[1
]}

机构：

[1] Univ Sonora, Dept Matemat, Hermosillo 83000, Sonora, Mexico

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2008年 / 57卷 / 03期

关键词：

zero-sum semi-Markov games; discounted payoff; asymptotic optimality; shapley equation;

D O I：

10.1007/s00245-007-9016-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with two person zero-sum semi-Markov games with a possibly unbounded payoff function, under a discounted payoff criterion. Assuming that the distribution of the holding times H is unknown for one of the players, we combine suitable methods of statistical estimation of H with control procedures to construct an asymptotically discount optimal pair of strategies.

引用

页码：289 / 305

页数：17

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