Rolling horizon procedures in Semi-Markov Games: The Discounted Case

Autores
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain
Año de publicación
2014
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problems
Fil: Della Vecchia, Eugenio Martín. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Di Marco, Silvia Cristina. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Jean Marie, Alain. Université Montpellier II; Francia
Materia
Semi-Markov games
Rolling horizon procedures
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/29974
Acceder
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network_name_str CONICET Digital (CONICET)
spelling Rolling horizon procedures in Semi-Markov Games: The Discounted CaseDella Vecchia, Eugenio MartínDi Marco, Silvia CristinaJean Marie, AlainSemi-Markov gamesRolling horizon procedureshttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problemsFil: Della Vecchia, Eugenio Martín. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Di Marco, Silvia Cristina. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Jean Marie, Alain. Université Montpellier II; FranciaInstitut National de Recherche en Informatique et en Automatique2014-05info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/29974Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Rolling horizon procedures in Semi-Markov Games: The Discounted Case; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique; 8019; 5-2014; 1-230249-6399CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://hal.inria.fr/hal-00720351info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-03T10:06:24Zoai:ri.conicet.gov.ar:11336/29974instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-09-03 10:06:25.05CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Rolling horizon procedures in Semi-Markov Games: The Discounted Case
title Rolling horizon procedures in Semi-Markov Games: The Discounted Case
spellingShingle Rolling horizon procedures in Semi-Markov Games: The Discounted Case
Della Vecchia, Eugenio Martín
Semi-Markov games
Rolling horizon procedures
title_short Rolling horizon procedures in Semi-Markov Games: The Discounted Case
title_full Rolling horizon procedures in Semi-Markov Games: The Discounted Case
title_fullStr Rolling horizon procedures in Semi-Markov Games: The Discounted Case
title_full_unstemmed Rolling horizon procedures in Semi-Markov Games: The Discounted Case
title_sort Rolling horizon procedures in Semi-Markov Games: The Discounted Case
dc.creator.none.fl_str_mv Della Vecchia, Eugenio Martín
Di Marco, Silvia Cristina
Jean Marie, Alain
author Della Vecchia, Eugenio Martín
author_facet Della Vecchia, Eugenio Martín
Di Marco, Silvia Cristina
Jean Marie, Alain
author_role author
author2 Di Marco, Silvia Cristina
Jean Marie, Alain
author2_role author
author
dc.subject.none.fl_str_mv Semi-Markov games
Rolling horizon procedures
topic Semi-Markov games
Rolling horizon procedures
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problems
Fil: Della Vecchia, Eugenio Martín. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Di Marco, Silvia Cristina. Universidad Nacional de Rosario; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina
Fil: Jean Marie, Alain. Université Montpellier II; Francia
description We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problems
publishDate 2014
dc.date.none.fl_str_mv 2014-05
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/29974
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Rolling horizon procedures in Semi-Markov Games: The Discounted Case; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique; 8019; 5-2014; 1-23
0249-6399
CONICET Digital
CONICET
url http://hdl.handle.net/11336/29974
identifier_str_mv Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Rolling horizon procedures in Semi-Markov Games: The Discounted Case; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique; 8019; 5-2014; 1-23
0249-6399
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/https://hal.inria.fr/hal-00720351
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Institut National de Recherche en Informatique et en Automatique
publisher.none.fl_str_mv Institut National de Recherche en Informatique et en Automatique
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1842269957250875392
score 13.13397

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