Some Classes of Imperfect Information Finite State-Space Stochastic Games with Finite-Dimensional Solutions
Journal Article
·
· Applied Mathematics and Optimization
Stochastic games under imperfect information are typically computationally intractable even in the discrete-time/discrete-state case considered here. We consider a problem where one player has perfect information.A function of a conditional probability distribution is proposed as an information state.In the problem form here, the payoff is only a function of the terminal state of the system,and the initial information state is either linear ora sum of max-plus delta functions.When the initial information state belongs to these classes, its propagation is finite-dimensional.The state feedback value function is also finite-dimensional,and obtained via dynamic programming,but has a nonstandard form due to the necessity of an expanded state variable.Under a saddle point assumption,Certainty Equivalence is obtained and the proposed function is indeed an information state.
- OSTI ID:
- 21067454
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 2 Vol. 50; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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