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
收藏
页码：289 / 305
页数：17
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