Learning in games with bounded memory
Jaideep Roy (2006)
Control and Cybernetics
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Jaideep Roy (2006)
Control and Cybernetics
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Jaicer López-Rivero, Rolando Cavazos-Cadena, Hugo Cruz-Suárez (2022)
Kybernetika
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This work is concerned with discrete-time Markov stopping games with two players. At each decision time player II can stop the game paying a terminal reward to player I, or can let the system to continue its evolution. In this latter case player I applies an action affecting the transitions and entitling him to receive a running reward from player II. It is supposed that player I has a no-null and constant risk-sensitivity coefficient, and that player II tries to minimize the utility...
Berresford, Geoffrey C., Rockett, Andrew M. (2003)
International Journal of Mathematics and Mathematical Sciences
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Dshalalow, Jewgeni H., Treerattrakoon, Ailada (2008)
Journal of Inequalities and Applications [electronic only]
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Adrienne W. Kemp, C. D. Kemp (1971)
Applicationes Mathematicae
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Hugo Steinhaus (1949)
Colloquium Mathematicum
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Manuel A. Torres-Gomar, Rolando Cavazos-Cadena, Hugo Cruz-Suárez (2024)
Kybernetika
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This paper studies Markov stopping games with two players on a denumerable state space. At each decision time player II has two actions: to stop the game paying a terminal reward to player I, or to let the system to continue it evolution. In this latter case, player I selects an action affecting the transitions and charges a running reward to player II. The performance of each pair of strategies is measured by the risk-sensitive total expected reward of player I. Under mild continuity...
Andrzej Nowak (2000)
Applicationes Mathematicae
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This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov...
Rolando Cavazos-Cadena, Luis Rodríguez-Gutiérrez, Dulce María Sánchez-Guillermo (2021)
Kybernetika
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This work is concerned with discrete-time zero-sum games with Markov transitions on a denumerable space. At each decision time player II can stop the system paying a terminal reward to player I, or can let the system to continue its evolution. If the system is not halted, player I selects an action which affects the transitions and receives a running reward from player II. Assuming the existence of an absorbing state which is accessible from any other state, the performance of a pair...
V. Aggarwal, K. P. K. Nair, R. Chandrasekaran (1980)
RAIRO - Operations Research - Recherche Opérationnelle
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Jean-Michel Coulomb (1997)
ESAIM: Probability and Statistics
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Andrzej Wieczorek (2004)
Applicationes Mathematicae
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Large games of kind considered in the present paper (LSF-games) directly generalize the usual concept of n-matrix games; the notion is related to games with a continuum of players and anonymous games with finitely many types of players, finitely many available actions and distribution dependent payoffs; however, there is no need to introduce a distribution on the set of types. Relevant features of equilibrium distributions are studied by means of fixed point, nonlinear complementarity...
Tomasz Bielecki (1997)
Applicationes Mathematicae
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The purpose of this paper is to prove existence of an ε -equilib- rium point in a dynamic Nash game with Borel state space and long-run time average cost criteria for the players. The idea of the proof is first to convert the initial game with ergodic costs to an ``equivalent" game endowed with discounted costs for some appropriately chosen value of the discount factor, and then to approximate the discounted Nash game obtained in the first step with a countable state space game for which...