Zero-sum discrete-time Markov games with unknown disturbance distribution. Discounted and average criteria

DOI10.1007/978-3-030-35720-7MaRDI QIDQ5208016zbMATH OpenOpenAlexFDO

Authors J. Adolfo Minjárez-Sosa

Publication date 14 January 2020

Published in SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-35720-7

zbMATH Keywords

difference-equation gamesdiscounted and average criteriadiscounted empirical gamelinear-quadratic gamesMarkov gamesoptimality criteria

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic games, stochastic differential games (91A15) Discrete-time games (91A50)

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(13)

• Optimal strategies for adaptive zero-sum average Markov games
• A mean field absorbing control model for interacting objects systems
• A mean field approach for discounted zero-sum games in a class of systems of interacting objects
• Empirical approximation in Markov games under unbounded payoff: discounted and average criteria.
• Estimation of Equilibria in an Advertising Game with Unknown Distribution of the Response to Advertising Efforts
• Discrete-time zero-sum Markov games with first passage criteria
• Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs
• Zero-sum infinite-horizon discounted piecewise deterministic Markov games
• Empirical approximation of Nash equilibria in finite Markov games with discounted payoffs
• Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
• Statistical estimation of mean-field equilibria in a class of discounted mean-field games
• Large population discounted zero-sum games with unknown disturbance distribution: a mean-field approach
• A mean-field approach for ergodic nonzero-sum stochastic games in a system of interacting objects with additive costs

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