Zero Sum Discrete Time Markov Games with Unknown Disturbance Distribution is popular PDF and ePub book, written by J. Adolfo Minjárez-Sosa in 2020-01-27, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Zero Sum Discrete Time Markov Games with Unknown Disturbance Distribution can be Read Online from any device for your convenience.

Zero Sum Discrete Time Markov Games with Unknown Disturbance Distribution Book PDF Summary

This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications.

Detail Book of Zero Sum Discrete Time Markov Games with Unknown Disturbance Distribution PDF

Zero Sum Discrete Time Markov Games with Unknown Disturbance Distribution
  • Author : J. Adolfo Minjárez-Sosa
  • Release : 27 January 2020
  • Publisher : Springer Nature
  • ISBN : 9783030357207
  • Genre : Mathematics
  • Total Page : 129 pages
  • Language : English
  • PDF File Size : 12,8 Mb

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