Approximations in dynamic zero-sum games, II - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1994

Approximations in dynamic zero-sum games, II

Abstract

We pursue in this paper our study of approximations of values and $\epsilon$-saddle-point policies in dynamic zero-sum games. After extending the general theorem for approximation, we study zero-sum stochastic games with countable state space, and non-bounded immediate reward. We focus on the expected average payoff criterion. We use some tools developed in the first paper, to obtain the convergence of the values as well as the convergence of the $\epsilon$ saddle-point policies in various approximation problems. We consider several schemes of truncation of the state space (e.g. finite state approximation) and approximations of games with discount factor close to one by the game with expected average cost. We use the extension of the general Theorem for approximation to study approximations in stochastic games with complete information. We finally consider the problem of approximating the sets of policies. We obtain some general results that we apply to a pursuit evasion differential game.

Domains

Other [cs.OH]
Fichier principal
Vignette du fichier
RR-2348.pdf (319.71 Ko) Télécharger le fichier

Dates and versions

inria-00074329 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074329 , version 1

Cite

Mabel M. Tidball, Odile Pourtallier, Eitan Altman. Approximations in dynamic zero-sum games, II. [Research Report] RR-2348, INRIA. 1994. ⟨inria-00074329⟩
44 View
133 Download

Share

Gmail Facebook X LinkedIn More