Ghosh, Mrinal K and Goswami, Anindya (2008) Partially observed semi-Markov zero-sum games with average payoff. In: Journal of Mathematical Analysis and Applications, 345 (1). pp. 26-39.
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We study a zero-sum partially observed semi-Markov game with average payoff on a countable state space. Under certain ergodicity conditions we show that a saddle point equilibrium exists. We achieve this by solving the corresponding average cost optimality equation using a span contraction method. The average value is shown to be the unique zero of a Lipschitz continuous function. A value iteration scheme is developed to compute the value.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Elsevier Science.|
|Keywords:||Semi-Markov game;Partial information;Average payoff;Saddle point equilibrium;Value iteration.|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||21 Jul 2008|
|Last Modified:||19 Sep 2010 04:47|
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