Structural approximations in discounted semi-Markov games

Autores
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain
Año de publicación
2012
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We consider the problem of approximating the values and the equilibria in two-person zero-sum discounted semi-Markov games with in nite horizon and compact action spaces, when several uncertainties are present about the parameters of the model. Speci cally: on the one hand, we study approximations made on the transition probabilities, the discount factor and the reward functions when the state space is a borelian set. On the other hand, we study approximations on the state space for denumerable ones. Our results are based on those of Tidball and Altman on generic zero-sum games [9]. We provide conditions under which these results can be applied. We also discuss the application of such approximations for nite-horizon games, in relation with the Approximate Rolling Horizon procedure proposed in [3].
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. Centre National de la Recherche Scientifique; Francia
Materia
GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
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:11336/217440
Acceder
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network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Structural approximations in discounted semi-Markov gamesDella Vecchia, Eugenio MartínDi Marco, Silvia CristinaJean Marie, AlainGAME THEORYSEMI-MARKOV GAMESZERO-SUM GAMEShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We consider the problem of approximating the values and the equilibria in two-person zero-sum discounted semi-Markov games with in nite horizon and compact action spaces, when several uncertainties are present about the parameters of the model. Speci cally: on the one hand, we study approximations made on the transition probabilities, the discount factor and the reward functions when the state space is a borelian set. On the other hand, we study approximations on the state space for denumerable ones. Our results are based on those of Tidball and Altman on generic zero-sum games [9]. We provide conditions under which these results can be applied. We also discuss the application of such approximations for nite-horizon games, in relation with the Approximate Rolling Horizon procedure proposed in [3].Fil: 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; Francia. Centre National de la Recherche Scientifique; FranciaInstitut National de Recherche en Informatique et en Automatique2012-12info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/217440Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Structural approximations in discounted semi-Markov games; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche; 8162; 12-2012; 1-190249-6399CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/url/https://hal.inria.fr/hal-00764217/documentinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-09-17T10:56:11Zoai:ri.conicet.gov.ar:11336/217440instacron: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:34982025-09-17 10:56:11.49CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Structural approximations in discounted semi-Markov games
title Structural approximations in discounted semi-Markov games
spellingShingle Structural approximations in discounted semi-Markov games
Della Vecchia, Eugenio Martín
GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
title_short Structural approximations in discounted semi-Markov games
title_full Structural approximations in discounted semi-Markov games
title_fullStr Structural approximations in discounted semi-Markov games
title_full_unstemmed Structural approximations in discounted semi-Markov games
title_sort Structural approximations in discounted semi-Markov games
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 GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
topic GAME THEORY
SEMI-MARKOV GAMES
ZERO-SUM GAMES
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 consider the problem of approximating the values and the equilibria in two-person zero-sum discounted semi-Markov games with in nite horizon and compact action spaces, when several uncertainties are present about the parameters of the model. Speci cally: on the one hand, we study approximations made on the transition probabilities, the discount factor and the reward functions when the state space is a borelian set. On the other hand, we study approximations on the state space for denumerable ones. Our results are based on those of Tidball and Altman on generic zero-sum games [9]. We provide conditions under which these results can be applied. We also discuss the application of such approximations for nite-horizon games, in relation with the Approximate Rolling Horizon procedure proposed in [3].
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. Centre National de la Recherche Scientifique; Francia
description We consider the problem of approximating the values and the equilibria in two-person zero-sum discounted semi-Markov games with in nite horizon and compact action spaces, when several uncertainties are present about the parameters of the model. Speci cally: on the one hand, we study approximations made on the transition probabilities, the discount factor and the reward functions when the state space is a borelian set. On the other hand, we study approximations on the state space for denumerable ones. Our results are based on those of Tidball and Altman on generic zero-sum games [9]. We provide conditions under which these results can be applied. We also discuss the application of such approximations for nite-horizon games, in relation with the Approximate Rolling Horizon procedure proposed in [3].
publishDate 2012
dc.date.none.fl_str_mv 2012-12
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/11336/217440
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Structural approximations in discounted semi-Markov games; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche; 8162; 12-2012; 1-19
0249-6399
CONICET Digital
CONICET
url http://hdl.handle.net/11336/217440
identifier_str_mv Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Structural approximations in discounted semi-Markov games; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche; 8162; 12-2012; 1-19
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-00764217/document
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_ 1843606223131246592
score 13.001348

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