Zero-sum stochastic games with partial information and average payoff

DOI10.1007/S10957-013-0359-8MaRDI QIDQ2250076zbMATH OpenOpenAlexFDO

Authors Subhamay Saha

Publication date 4 July 2014

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.4030

zbMATH Keywords

average payoffstochastic gamespartial observationsaddle point strategies

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Abstract: We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of optimal strategies for both the players.

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Cited in

(12)

• HSVI can solve zero-sum partially observable stochastic games
• Two-person zero-sum risk-sensitive stochastic games with incomplete reward information on one side
• Misinformation and disinformation in modern warfare
• Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side
• scientific article; zbMATH DE number 1507327 (Why is no real title available?)
• Finite- and infinite-horizon Shapley games with nonsymmetric partial observation
• Partially observed semi-Markov zero-sum games with average payoff
• Partially Observable Semi-Markov Games with Discounted Payoff
• A model of partially observable state game and its optimality
• Zero-sum stochastic games with partial information
• Zero-sum stochastic games with average payoffs: new optimality conditions
• A probability criterion for zero-sum stochastic games

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