Partially observed semi-Markov zero-sum games with average payoff
type: Item
instance of: scholarly article
title: Partially observed semi-Markov zero-sum games with average payoff
zbMATH Open document ID: 1151.91023
author: Mrinal K. Ghosh
author: Anindya Goswami
published in: Journal of Mathematical Analysis and Applications
publication date: 2008-06-24T00:00:00Z
review text: The article analyzes a two person zero-sum stochastic dynamic game on a countable state space, with average payoff and partial observations. It is shown that one may consider an associated completely observed game whose state for each agent is the corresponding recursively computable conditional law of the state given past actions and the agent's past observations, insofar as a saddle point equilibrium for this corresponds to one for the original game. Using this, the existence of a saddle point equilibrium is established. The well-posedness of the associated Shapley equation is established and a value iteration algorithm is given for the solution thereof.
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A25
Mathematics Subject Classification ID: 91A50
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 91A10
zbMATH DE Number: 5292285
zbMATH Keywords: semi-Markov game
zbMATH Keywords: partial information
zbMATH Keywords: average payoff
zbMATH Keywords: saddle point equilibrium
zbMATH Keywords: value iteration
MaRDI profile type: Publication
full work available at URL: j.jmaa.2008.03.052
OpenAlex ID: W2059716983
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DOI: 10.1016/J.JMAA.2008.03.052
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description: scientific article; zbMATH DE number 5292285