Game-theoretic control of the object's random jump structure in the class of pure strategies

DOI10.1134/S1064230720040024MaRDI QIDQ1995339zbMATH OpenOpenAlexFDO

Authors V. A. Boldinov, V. A. Bukhalev, A. A. Skrynnikov

Publication date 23 February 2021

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230720040024

zbMATH Keywords

dynamic stochastic gamefinite state spacemaxmin-minmax-optimality criteriarandom jump structurestochastic dynamic programming

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Games with incomplete information, Bayesian games (91A27) Applications of game theory (91A80) Optimal stochastic control (93E20)

Review text

Consider a dynamic stochastic game with a random jump structure, which has a finite number of admissible states. The system is controlled by two opponent players, having a finite number of admissible strategies. Besides some a priori information about the underlying dynamic system, the players have information about the probabilities of transition between states. The payoff functions, depending on the state and the controls of the two opponents, are defined by the sums of the expected values of a certain loss function. Having here a non-zero-sum game with incomplete information, without a saddle point, the problem is to find optimal state-feedback controls being deterministic functions of the observations. Based on maxmin-, minmax-criteria for the two players, optimal controls are then constructed by means of stochastic dynamic programming methods. An illustrative example with two states is given.

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• A game problem in the control of a system of a random discontinuously-changing structure
• Game control of a random jump structure of an object in mixed strategies
• Bayesian recognition of the state of the information-measuring system of a moving object: study of the algorithm for correcting the weight of a priori information
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