2 edition of **Stochastic games with finite state and action spaces** found in the catalog.

Stochastic games with finite state and action spaces

O. J. Vrieze

- 385 Want to read
- 14 Currently reading

Published
**1987**
by Centrum voor Wiskunde en Informatica in [Amsterdam, the Netherlands]
.

Written in English

- Stochastic processes.,
- Game theory.

**Edition Notes**

Statement | O.J. Vrieze. |

Series | CWI tract -- 33. |

The Physical Object | |
---|---|

Pagination | 221 p. : |

Number of Pages | 221 |

ID Numbers | |

Open Library | OL14279880M |

ISBN 10 | 9061963133 |

A basic issue is to understand for which classes of games the bias vector is unique (up to an additive constant). In this paper, we consider perfect-information zero-sum stochastic games with finite state and action spaces, thinking of the transition payments Cited by: 1. In this paper, we consider the discrete-time constrained average stochastic games with independent state processes. The state space of each player is denumerable and one-stage cost functions can be unbounded. In these game models, each player chooses an action each time which influences the transition probability of a Markov chain controlled only by this player. Moreover, each player needs to Author: Wenzhao Zhang.

Downloadable! Two-player zero-sum stochastic games with finite state and action spaces are known to have undiscounted values. We study such games under the assumption that one or both players observe the actions of their opponent after some time-dependent delay. We develop criteria for the rate of growth of the delay such that a player subject to such an information lag can still guarantee. Nevertheless, threats allow us to formulate sufficient, and quite general, conditions for the existence of limiting average ffl-equilibria. 1 Introduction In this paper we deal with two-person stochastic games with finite state and action spaces. One can think of such a game as a finite collection of bimatrix games Author: F. Thuijsman and O. J. Vrieze.

Abstract. This paper considers two-person zero-sum sequential games with finite state and action spaces. We consider the pair of functional equations (f.e.) that arises in the undiscounted infinite stage model, and show that a certain class of successive approximation schemes is guaranteed to converge to a solution pair whenever an equilibrium policy with respect to the average return per unit. We examine the use of stationary and Markov strategies in zero-sum stochastic games with finite state and action spaces. It is natural to evaluate a strategy for the maximising player, player 1, by the highest reward guaranteed to him against any strategy of the botanicusart.com by: 4.

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Zero-Sum Stochastic Games with Borel State Spaces. Pages Nowak, Andrzej S. Preview Buy Chapter 30,19 € N—Person Stochastic Games: Extensions of the Finite State Space Case and Correlation.

Pages Services for this Book. Download. Get this from a library. Stochastic games with finite state and action spaces. [O J Vrieze]. Cite this article as: Thomas, L.

J Oper Res Soc () botanicusart.com First Online 01 June ; DOI botanicusart.com Author: L. Thomas. Jan 01, · Stochastic games with finite state and action spaces () Pagina-navigatie: Main; Save publication. Save as MODS; Export to Stochastic games with finite state and action spaces book Save as EndNoteCited by: action spaces are considered (finite or compact action spaces, or action spaces with a compact closure).

Central in this paper is the problem of the existence of e—equilibrium points for all E > O for infinite stage stochastic games, where some of the action spaces may be topologically big, while the state space is finite and where the. This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July It gives the editors great pleasure to present it on the occasion of L.S.

Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. Mar 01, · This paper considers non-cooperative two-person zero-sum undiscounted stochastic games with finite state and action spaces.

It is assumed that one player governs the transition rules. We give a linear programming algorithm and show, that an optimal solution to this program corresponds to the value of the game and to optimal stationary strategies for both botanicusart.com by: An equilibrium in an infinite horizon stochastic game is called a finite state equilibrium, if each player's action on the equilibrium path is given by an automaton with a finite state space.

Persistently Good Strategies for Nonleavable Stochastic Games With Finite State Space Piercesare Secchi ([email protected]) William D. Sudderth ([email protected]) Approved by Giovanni Dosi ([email protected]) Leader, TED Project Interim Reportson work of the InternationalInstitute for Applied SystemsAnalysis receiveonly limited review.

MS&E Lecture 4: Stochastic games Ramesh Johari April 16, In this lecture we deﬁne stochastic games and Markov perfect equilibrium. 1 Stochastic Games A (discounted) stochastic game with N players consists of the following elements. A state space X (which we assume to be ﬁnite for the moment).

Two-player zero-sum stochastic games with finite state and action spaces are known to have undiscounted botanicusart.com: Sylvain Sorin. Jean-François Mertens and Abraham Neyman () proves that every two-person zero-sum stochastic game with finitely many states and actions has a limiting-average value, and Nicolas Vieille has shown that all two-person stochastic games with finite state and action spaces have a limiting-average equilibrium payoff.

In particular, these results. Nau: Game Theory 2 Stochastic Games A stochastic game is a collection of normal-form games that the agents play repeatedly The particular game played at any time depends probabilistically on the previous game played the actions of the agents in that game Like a probabilistic FSA in which the states are the games.

This class of models contains stochastic games with Borel state spaces and finite, state-dependent action sets. Our main result establishes the existence of subgame perfect equilibria, which are stationary in the sense that the equilibrium strategy for each player is determined by a single function of the current and previous states of the botanicusart.com by: 5.

Nevertheless, threats allow us to formulate sufficient, and quite general, conditions for the existence of limiting average ffl-equilibria. 1 Introduction In this paper we deal with two-person stochastic games with finite state and action spaces. One can think of such a game as a finite collection of bimatrix games called states.

Play can start at any of these states where players independently and simultaneously choose actions out of finite action. Two-player zero-sum stochastic games with finite state and action spaces are known to have undiscounted values.

We study such games under the assumption that one or both players observe the actions of their opponent after some time-dependent delay. We develop criteria for the rate of growth of the delay such that a player subject to such an information lag can still guarantee himself in the Cited by: 7.

Two-player zero-sum stochastic games with finite state and action spaces are known to have undiscounted values. We study such games under the assumption that one or both players observe the actions of their opponent after some time-dependent delay. In (Filar et al., ) nonzero-sum game with a finite number of pure stationary equilibria in discounted and limiting strategies is that the point be a solution of a single average finite state/action space stochastic games programming problem with linear constraints and are shown to be equivalent to global optima of a quadratic objective Author: Martín Godoy-Alcántar, Alexander Poznyak, Eduardo Gómez-Ramírez.

In this paper, we study discounted stochastic games with Borel state and compact action spaces depending on the state variable. The primitives of our model satisfy standard continuity and measurability conditions. The transition probability is a convex combination of finitely many probability measures depending on states, and it is dominated by some finite measure on the state botanicusart.com by: 5.

In two-player finite-state stochastic games of partial observation on graphs, in every state of the graph, the players simultaneously choose an action, and their joint actions determine a probability distribution over the successor states.

The game is played for infinitely many rounds and thus the players construct an infinite path in the graph. Dynamic Games and Applications is devoted to the development of all classes of dynamic games, namely, differential games, discrete-time dynamic games, evolutionary games, repeated and stochastic games, and their applications in all fields, including: * biology * computer science * ecology * economics * engineering * management science * operations research * political science * psychology.Definitions Recall that a multi-player stochastic game is given by (a) a finite set S of states, (b) a finite set I of players, (c) for every player i ∈ I, a finite set Ai of actions, set A = ×i∈IAi, (d) a payoff function r: S × A → RI, and (e) a transition rule p: S × A → ∆(S), where .A basic issue is to understand for which classes of games the bias vector is unique (up to an additive constant).

In this paper, we consider perfect-information zero-sum stochastic games with finite state and action spaces, thinking of the transition payments Author: Marianne Akian, Stéphane Gaubert, Antoine Hochart.