Perfect information two-person zero-sum markov games with imprecise transition probabilities

Hyeong Chang ()

Mathematical Methods of Operations Research, 2006, vol. 64, issue 2, 335-351

Abstract: Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model. Copyright Springer-Verlag 2006

Keywords: Markov game; Stochastic game; Perfect information; Imprecise transition; Value iteration (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00186-006-0081-5

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