Perfect information two-person zero-sum Markov games with imprecise transition probabilities
type: Item
instance of: scholarly article
title: Perfect information two-person zero-sum Markov games with imprecise transition probabilities
zbMATH Open document ID: 1124.91008
author: Hyeong Soo Chang
published in: Mathematical Methods of Operations Research
publication date: 2007-01-05T00:00:00Z
review text: Basing on an extension of the controlled Markov set-chain model by \textit{M. Kurano, M. Hosaka, Y. Huang} and \textit{J. Song} [J. Appl. Probab. 35, No. 2, 293--302 (1998; Zbl 0911.90344)] into a competitive two-player game setting, this paper provides a model of perfect information two-player zero-sum Markov games with imprecise transition probabilities. By introducing an equilibrium value for the games formulated with the model in terms of a partial order, this paper establishes the existence of an equilibrium policy pair that achieves the equilibrium value. Moreover, finite-approximation error bounds obtained from a value iteration-type algorithm are analyzed, and some applications of the model are discussed.
reviewed by: Xianping Guo
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 5082016
zbMATH Keywords: value iteration
MaRDI profile type: Publication
full work available at URL: s00186-006-0081-5
OpenAlex ID: W1995009380
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DOI: 10.1007/S00186-006-0081-5
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description: scientific article; zbMATH DE number 5082016