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A repeated imitation model with dependence between stages: Decision strategies and rewards

Pablo J. Villacorta, David A. Pelta (2015)

International Journal of Applied Mathematics and Computer Science

Adversarial decision making is aimed at determining strategies to anticipate the behavior of an opponent trying to learn from our actions. One defense is to make decisions intended to confuse the opponent, although our rewards can be diminished. This idea has already been captured in an adversarial model introduced in a previous work, in which two agents separately issue responses to an unknown sequence of external inputs. Each agent's reward depends on the current input and the responses of both...

Approximations of dynamic Nash games with general state and action spaces and ergodic costs for the players

Tomasz Bielecki (1997)

Applicationes Mathematicae

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 existence...

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