Empirical Approximation-Estimation Algorithms in Markov Games

J. Adolfo Minjárez-Sosa

doi:10.1007/978-3-030-35720-7_4

Empirical Approximation-Estimation Algorithms in Markov Games

J. Adolfo Minjárez-Sosa^*

^*Autor correspondiente de este trabajo

Departamento de Matemáticas

Producción científica: Capítulo del libro/informe/acta de congreso › Capítulo › revisión exhaustiva

Resumen

This chapter proposes an empirical approximation-estimation algorithm in difference equation game models (see Sect. 1.1.1) whose evolution is given by xt+1=F(xt,at,bt,ξt),t∈ℕ0, where {ξ_t} is a sequence of observable i.i.d. random variables defined on a probability space (Ω, F, P), taking values in an arbitrary Borel space S, with common unknown distribution θ∈ ℙ(S).

Idioma original	Inglés
Título de la publicación alojada	SpringerBriefs in Probability and Mathematical Statistics
Editorial	Springer Nature
Páginas	47-67
Número de páginas	21
DOI	https://doi.org/10.1007/978-3-030-35720-7_4
Estado	Publicada - 2020

Serie de la publicación

Nombre	SpringerBriefs in Probability and Mathematical Statistics
ISSN (versión impresa)	2365-4333
ISSN (versión digital)	2365-4341

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Publisher Copyright:
© 2020, The Author(s), under exclusive license to Springer Nature Switzerland AG.

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10.1007/978-3-030-35720-7_4

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Empirical Approximation-Estimation Algorithms in Markov Games

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