Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion

Journal Article · Sun Jun 15 00:00:00 EDT 2008 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-007-9016-7· OSTI ID:21242049

Luque-Vasquez, Fernando ^[1]

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1. Universidad de Sonora, Departamento de Matematicas (Mexico)

This paper deals with two person zero-sum semi-Markov games with a possibly unbounded payoff function, under a discounted payoff criterion. Assuming that the distribution of the holding times H is unknown for one of the players, we combine suitable methods of statistical estimation of H with control procedures to construct an asymptotically discount optimal pair of strategies.

• OSTI ID: 21242049
• Journal Information: Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 3 Vol. 57; ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

97 MATHEMATICS AND COMPUTING
99 GENERAL AND MISCELLANEOUS
CONTROL THEORY
DISTRIBUTION
FUNCTIONS
MARKOV PROCESS