<?xml version="1.0" encoding="utf-8"?>
<TEI xmlns="http://www.tei-c.org/ns/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:hal="http://hal.archives-ouvertes.fr/" xmlns:gml="http://www.opengis.net/gml/3.3/" xmlns:gmlce="http://www.opengis.net/gml/3.3/ce" version="1.1" xsi:schemaLocation="http://www.tei-c.org/ns/1.0 http://api.archives-ouvertes.fr/documents/aofr-sword.xsd">
  <teiHeader>
    <fileDesc>
      <titleStmt>
        <title>HAL TEI export of hal-00863085</title>
      </titleStmt>
      <publicationStmt>
        <distributor>CCSD</distributor>
        <availability status="restricted">
          <licence target="https://creativecommons.org/publicdomain/zero/1.0/">CC0 1.0 - Universal</licence>
        </availability>
        <date when="2026-05-19T10:11:36+02:00"/>
      </publicationStmt>
      <sourceDesc>
        <p part="N">HAL API Platform</p>
      </sourceDesc>
    </fileDesc>
  </teiHeader>
  <text>
    <body>
      <listBibl>
        <biblFull>
          <titleStmt>
            <title xml:lang="en">Rolling horizon and state space truncation approximations for zero-sum semi-Markov games with discounted payoff</title>
            <author role="aut">
              <persName>
                <forename type="first">Eugenio</forename>
                <surname>Della Vecchia</surname>
              </persName>
              <idno type="halauthorid">579915-0</idno>
              <orgName ref="#struct-0"/>
              <affiliation ref="#struct-166488"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Silvia C.</forename>
                <surname>Di Marco</surname>
              </persName>
              <idno type="halauthorid">144672-0</idno>
              <orgName ref="#struct-0"/>
              <affiliation ref="#struct-166488"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Alain</forename>
                <surname>Jean-Marie</surname>
              </persName>
              <email type="md5">a05027318260243510cc918366cad0ca</email>
              <email type="domain">inria.fr</email>
              <idno type="idhal" notation="string">alain-jean-marie</idno>
              <idno type="idhal" notation="numeric">1711</idno>
              <idno type="halauthorid" notation="string">2739-1711</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-9210-4530</idno>
              <idno type="IDREF">https://www.idref.fr/059937386</idno>
              <affiliation ref="#struct-388266"/>
              <affiliation ref="#struct-2465"/>
            </author>
            <editor role="depositor">
              <persName>
                <forename>Alain</forename>
                <surname>Jean-Marie</surname>
              </persName>
              <email type="md5">a05027318260243510cc918366cad0ca</email>
              <email type="domain">inria.fr</email>
            </editor>
          </titleStmt>
          <editionStmt>
            <edition n="v1" type="current">
              <date type="whenSubmitted">2013-09-18 11:15:39</date>
              <date type="whenModified">2025-08-26 15:21:01</date>
              <date type="whenReleased">2013-09-18 11:15:39</date>
              <date type="whenProduced">2011-07-06</date>
            </edition>
            <respStmt>
              <resp>contributor</resp>
              <name key="115417">
                <persName>
                  <forename>Alain</forename>
                  <surname>Jean-Marie</surname>
                </persName>
                <email type="md5">a05027318260243510cc918366cad0ca</email>
                <email type="domain">inria.fr</email>
              </name>
            </respStmt>
          </editionStmt>
          <publicationStmt>
            <distributor>CCSD</distributor>
            <idno type="halId">hal-00863085</idno>
            <idno type="halUri">https://inria.hal.science/hal-00863085</idno>
            <idno type="halBibtex">dellavecchia:hal-00863085</idno>
            <idno type="halRefHtml">&lt;i&gt;INFORMS Applied Probability Society Conference&lt;/i&gt;, Tom Britton, Henrik Hult, Ingemar Kaj, and Filip Lindskog, Jul 2011, Stockholm, Sweden</idno>
            <idno type="halRef">INFORMS Applied Probability Society Conference, Tom Britton, Henrik Hult, Ingemar Kaj, and Filip Lindskog, Jul 2011, Stockholm, Sweden</idno>
            <availability status="restricted"/>
          </publicationStmt>
          <seriesStmt>
            <idno type="stamp" n="CNRS">CNRS - Centre national de la recherche scientifique</idno>
            <idno type="stamp" n="INRIA">INRIA - Institut National de Recherche en Informatique et en Automatique</idno>
            <idno type="stamp" n="INRIA-SOPHIA">INRIA Sophia Antipolis - Méditerranée</idno>
            <idno type="stamp" n="INRIASO">INRIA-SOPHIA</idno>
            <idno type="stamp" n="INRIA_TEST">INRIA - Institut National de Recherche en Informatique et en Automatique</idno>
            <idno type="stamp" n="TESTALAIN1">TESTALAIN1</idno>
            <idno type="stamp" n="MAORE" corresp="LIRMM">Méthodes Algorithmes pour l'Ordonnancement et les Réseaux</idno>
            <idno type="stamp" n="LIRMM">Laboratoire d'Informatique de Robotique et de Microélectronique de Montpellier</idno>
            <idno type="stamp" n="INRIA2">INRIA 2</idno>
            <idno type="stamp" n="TDS-MACS">Réseau de recherche en Théorie des Systèmes Distribués, Modélisation, Analyse et Contrôle des Systèmes</idno>
            <idno type="stamp" n="MIPS">Mathématiques, Informatique, Physique et Systèmes</idno>
            <idno type="stamp" n="UNIV-MONTPELLIER">Université de Montpellier</idno>
            <idno type="stamp" n="UNIV-COTEDAZUR">Université Côte d'Azur</idno>
            <idno type="stamp" n="UM-2015-2021" corresp="UNIV-MONTPELLIER">Université de Montpellier (2015-2021)</idno>
          </seriesStmt>
          <notesStmt>
            <note type="audience" n="2">International</note>
            <note type="invited" n="0">No</note>
            <note type="popular" n="0">No</note>
            <note type="peer" n="1">Yes</note>
            <note type="proceedings" n="0">No</note>
          </notesStmt>
          <sourceDesc>
            <biblStruct>
              <analytic>
                <title xml:lang="en">Rolling horizon and state space truncation approximations for zero-sum semi-Markov games with discounted payoff</title>
                <author role="aut">
                  <persName>
                    <forename type="first">Eugenio</forename>
                    <surname>Della Vecchia</surname>
                  </persName>
                  <idno type="halauthorid">579915-0</idno>
                  <orgName ref="#struct-0"/>
                  <affiliation ref="#struct-166488"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Silvia C.</forename>
                    <surname>Di Marco</surname>
                  </persName>
                  <idno type="halauthorid">144672-0</idno>
                  <orgName ref="#struct-0"/>
                  <affiliation ref="#struct-166488"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Alain</forename>
                    <surname>Jean-Marie</surname>
                  </persName>
                  <email type="md5">a05027318260243510cc918366cad0ca</email>
                  <email type="domain">inria.fr</email>
                  <idno type="idhal" notation="string">alain-jean-marie</idno>
                  <idno type="idhal" notation="numeric">1711</idno>
                  <idno type="halauthorid" notation="string">2739-1711</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-9210-4530</idno>
                  <idno type="IDREF">https://www.idref.fr/059937386</idno>
                  <affiliation ref="#struct-388266"/>
                  <affiliation ref="#struct-2465"/>
                </author>
              </analytic>
              <monogr>
                <meeting>
                  <title>INFORMS Applied Probability Society Conference</title>
                  <date type="start">2011-07-06</date>
                  <date type="end">2011-07-08</date>
                  <settlement>Stockholm</settlement>
                  <country key="SE">Sweden</country>
                </meeting>
                <respStmt>
                  <resp>conferenceOrganizer</resp>
                  <name>Tom Britton, Henrik Hult, Ingemar Kaj, and Filip Lindskog</name>
                </respStmt>
                <editor>Henrik Hult</editor>
                <editor>Kavita Ramanan</editor>
                <editor>and Marty Reiman</editor>
                <imprint>
                  <date type="datePub">2011</date>
                </imprint>
              </monogr>
            </biblStruct>
          </sourceDesc>
          <profileDesc>
            <langUsage>
              <language ident="en">English</language>
            </langUsage>
            <textClass>
              <classCode scheme="halDomain" n="info.info-ro">Computer Science [cs]/Operations Research [math.OC]</classCode>
              <classCode scheme="halTypology" n="COMM">Conference papers</classCode>
              <classCode scheme="halOldTypology" n="COMM">Conference papers</classCode>
              <classCode scheme="halTreeTypology" n="COMM">Conference papers</classCode>
            </textClass>
            <abstract xml:lang="en">
              <p>We study the behaviour of the rolling horizon procedure for the case of two-person zero-sum semi-Markov game, with infinite horizon discounted case, when the state space is a borelian set and the action spaces are considered compact. We show geometrical convergence of the rewards produced by the rolling horizon policies to the optimal reward function. The approach is based on extensions of the results of Hernandez-Lerma and Lasserre (IEEE Trans. Automatic Control, 1990) for the Markov decision process case and Chang and Marcus (IEEE Trans. Automatic Control, 2003) for the case of Markov games, both in discrete time. Based on results from Tidball and Altman (J. Control and Optimization, 1996), we also study the convergence of the rewards of the policies given by an approximate rolling horizon procedure, and some approximations of the finite horizon value functions, useful to compute the approximate rolling horizon policies mentioned above. As a particular case, all the results apply for the case of continuous time both Markov decision processes and Markov games.</p>
            </abstract>
          </profileDesc>
        </biblFull>
      </listBibl>
    </body>
    <back>
      <listOrg type="structures">
        <org type="regrouplaboratory" xml:id="struct-166488" status="VALID">
          <orgName>Facultad de Ciencias Exactas, Ingenieria y Agrimensura [Rosario]</orgName>
          <orgName type="acronym">FCEIA</orgName>
          <desc>
            <address>
              <addrLine>Av Pellegrini 250, Rosario, Santa Fe</addrLine>
              <country key="AR"/>
            </address>
            <ref type="url">http://www.fceia.unr.edu.ar</ref>
          </desc>
          <listRelation>
            <relation active="#struct-226207" type="direct"/>
          </listRelation>
        </org>
        <org type="researchteam" xml:id="struct-388266" status="OLD">
          <orgName>Methods, Algorithms for Operations REsearch</orgName>
          <orgName type="acronym">MAORE</orgName>
          <date type="end">2021-12-31</date>
          <desc>
            <address>
              <addrLine>LIRMM, 161 rue Ada, 34000 Montpellier</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.lirmm.fr/equipes/MAORE/</ref>
          </desc>
          <listRelation>
            <relation active="#struct-181" type="direct"/>
            <relation name="UMR5506" active="#struct-410122" type="indirect"/>
            <relation name="UMR5506" active="#struct-441569" type="indirect"/>
          </listRelation>
        </org>
        <org type="researchteam" xml:id="struct-2465" status="OLD">
          <idno type="RNSR">200318392H</idno>
          <orgName>Models for the performance analysis and the control of networks</orgName>
          <orgName type="acronym">MAESTRO</orgName>
          <date type="start">2003-10-01</date>
          <date type="end">2016-12-31</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.inria.fr/equipes/maestro</ref>
          </desc>
          <listRelation>
            <relation active="#struct-34586" type="direct"/>
            <relation active="#struct-300009" type="indirect"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-226207" status="VALID">
          <idno type="ROR">https://ror.org/02tphfq59</idno>
          <orgName>Universidad Nacional de Rosario [Santa Fe]</orgName>
          <desc>
            <address>
              <addrLine>Urquiza 1911 2000 Rosario, Santa Fe, Argentine</addrLine>
              <country key="AR"/>
            </address>
            <ref type="url">http://www.unr.edu.ar/</ref>
          </desc>
        </org>
        <org type="laboratory" xml:id="struct-181" status="OLD">
          <idno type="IdRef">139590827</idno>
          <idno type="ISNI">0000000405990488</idno>
          <idno type="RNSR">199111950H</idno>
          <idno type="ROR">https://ror.org/013yean28</idno>
          <orgName>Laboratoire d'Informatique de Robotique et de Microélectronique de Montpellier</orgName>
          <orgName type="acronym">LIRMM</orgName>
          <date type="start">1995-01-01</date>
          <date type="end">2021-12-31</date>
          <desc>
            <address>
              <addrLine>161 rue Ada - 34095 Montpellier</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.lirmm.fr</ref>
          </desc>
          <listRelation>
            <relation name="UMR5506" active="#struct-410122" type="direct"/>
            <relation name="UMR5506" active="#struct-441569" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-410122" status="OLD">
          <idno type="ISNI">0000000120970141</idno>
          <idno type="ROR">https://ror.org/051escj72</idno>
          <orgName>Université de Montpellier</orgName>
          <orgName type="acronym">UM</orgName>
          <date type="end">2021-12-31</date>
          <desc>
            <address>
              <addrLine>163 rue Auguste Broussonnet - 34090 Montpellier</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.umontpellier.fr/</ref>
          </desc>
        </org>
        <org type="regroupinstitution" xml:id="struct-441569" status="VALID">
          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <idno type="ROR">https://ror.org/02feahw73</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.cnrs.fr/</ref>
          </desc>
        </org>
        <org type="laboratory" xml:id="struct-34586" status="VALID">
          <idno type="RNSR">198318250R</idno>
          <idno type="ROR">https://ror.org/01nzkaw91</idno>
          <orgName>Centre Inria d'Université Côte d'Azur</orgName>
          <desc>
            <address>
              <addrLine>2004 route des Lucioles BP 93 06902 Sophia Antipolis</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.inria.fr/centre/sophia/</ref>
          </desc>
          <listRelation>
            <relation active="#struct-300009" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-300009" status="VALID">
          <idno type="ROR">https://ror.org/02kvxyf05</idno>
          <orgName>Institut National de Recherche en Informatique et en Automatique</orgName>
          <orgName type="acronym">Inria</orgName>
          <desc>
            <address>
              <addrLine>Domaine de VoluceauRocquencourt - BP 10578153 Le Chesnay Cedex</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.inria.fr/en/</ref>
          </desc>
        </org>
      </listOrg>
    </back>
  </text>
</TEI>