TY - JOUR
T1 - Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors
T2 - Existence of Optimal Strategies
AU - González-Sánchez, David
AU - Luque-Vásquez, Fernando
AU - Minjárez-Sosa, J. Adolfo
N1 - Publisher Copyright:
© 2018, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2019/3/15
Y1 - 2019/3/15
N2 -
This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form α~ (x
n
, a
n
, b
n
, ξ
n
+
1
) , where x
n
, a
n
, b
n
, and ξ
n
+
1
are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies.
AB -
This work deals with a class of discrete-time zero-sum Markov games under a discounted optimality criterion with random state-actions-dependent discount factors of the form α~ (x
n
, a
n
, b
n
, ξ
n
+
1
) , where x
n
, a
n
, b
n
, and ξ
n
+
1
are the state, the actions of players, and a random disturbance at time n, respectively, taking values in Borel spaces. Assuming possibly unbounded payoff, we prove the existence of a value of the game as well as a stationary pair of optimal strategies.
KW - Discounted optimality
KW - Markov games
KW - Nonconstant discount factor
UR - http://www.scopus.com/inward/record.url?scp=85061808737&partnerID=8YFLogxK
U2 - 10.1007/s13235-018-0248-8
DO - 10.1007/s13235-018-0248-8
M3 - Artículo
AN - SCOPUS:85061808737
SN - 2153-0785
VL - 9
SP - 103
EP - 121
JO - Dynamic Games and Applications
JF - Dynamic Games and Applications
IS - 1
ER -