Partially observed semi-Markov zero-sum games with average payoff

Ghosh, Mrinal K. ; Goswami, Anindya (2008) Partially observed semi-Markov zero-sum games with average payoff Journal of Mathematical Analysis and Applications, 345 (1). pp. 26-39. ISSN 0022-247X

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00222...

Related URL: http://dx.doi.org/10.1016/j.jmaa.2008.03.052

Abstract

We study a zero-sum partially observed semi-Markov game with average payoff on a countable state space. Under certain ergodicity conditions we show that a saddle point equilibrium exists. We achieve this by solving the corresponding average cost optimality equation using a span contraction method. The average value is shown to be the unique zero of a Lipschitz continuous function. A value iteration scheme is developed to compute the value.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Semi-markov Game; Partial Information; Average Payoff; Saddle Point Equilibrium; Value Iteration
ID Code:11853
Deposited On:13 Nov 2010 13:47
Last Modified:02 Jun 2011 07:35

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