Share
Zero-Sum Discrete-Time Markov Games With Unknown Disturbance Distribution: Discounted and Average Criteria (Springerbriefs in Probability and Mathematical Statistics)
J. Adolfo MinjÁRez-Sosa (Author)
·
Springer
· Paperback
Zero-Sum Discrete-Time Markov Games With Unknown Disturbance Distribution: Discounted and Average Criteria (Springerbriefs in Probability and Mathematical Statistics) - J. Adolfo MinjÁRez-Sosa
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Friday, July 05 and
Wednesday, July 17.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "Zero-Sum Discrete-Time Markov Games With Unknown Disturbance Distribution: Discounted and Average Criteria (Springerbriefs in Probability and Mathematical Statistics)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
✓ Producto agregado correctamente al carro, Ir a Pagar.