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

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

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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:	Journal Article
Publication:	Journal of Mathematical Analysis and Applications
Publisher:	Elsevier Science
Additional Information:	Copyright of this article belongs to Elsevier Science.
Keywords:	Semi-Markov game;Partial information;Average payoff;Saddle point equilibrium;Value iteration.
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	21 Jul 2008
Last Modified:	19 Sep 2010 04:47
URI:	http://eprints.iisc.ac.in/id/eprint/15185

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