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    Wyświetlanie 1-8 z 8
    Tytuł:
    Ergodic control of partially observed Markov processes with equivalent transition probabilities
    Autorzy:
    Stettner, Łukasz
    Powiązania:
    https://bibliotekanauki.pl/articles/1340658.pdf
    Data publikacji:
    1993
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    partial observation
    long run average cost
    stochastic control
    Bellman equation
    Opis:
    Optimal control with long run average cost functional of a partially observed Markov process is considered. Under the assumption that the transition probabilities are equivalent, the existence of the solution to the Bellman equation is shown, with the use of which optimal strategies are constructed.
    Źródło:
    Applicationes Mathematicae; 1993-1995, 22, 1; 25-38
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Approximations of dynamic Nash games with general state and action spaces and ergodic costs for the players
    Autorzy:
    Bielecki, Tomasz
    Powiązania:
    https://bibliotekanauki.pl/articles/1339277.pdf
    Data publikacji:
    1997
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    two-person game
    ε-Nash equilibrium
    sequential game
    long-run average criterion
    Opis:
    The purpose of this paper is to prove existence of an ε -equilib- rium point in a dynamic Nash game with Borel state space and long-run time average cost criteria for the players. The idea of the proof is first to convert the initial game with ergodic costs to an ``equivalent" game endowed with discounted costs for some appropriately chosen value of the discount factor, and then to approximate the discounted Nash game obtained in the first step with a countable state space game for which existence of a Nash equilibrium can be established. From the results of Whitt we know that if for any ε > 0 the approximation scheme is selected in an appropriate way, then Nash equilibrium strategies for the approximating game are also ε -equilibrium strategies for the discounted game constructed in the first step. It is then shown that these strategies constitute an ε -equilibrium point for the initial game with ergodic costs as well. The idea of canonical triples, introduced by Dynkin and Yushkevich in the control setting, is adapted here to the game situation.
    Źródło:
    Applicationes Mathematicae; 1996-1997, 24, 2; 195-202
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On approximations of nonzero-sum uniformly continuous ergodic stochastic games
    Autorzy:
    Nowak, Andrzej
    Powiązania:
    https://bibliotekanauki.pl/articles/1338847.pdf
    Data publikacji:
    1999
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    Nash equilibrium
    general state space
    nonzero-sum Markov game
    long run average reward criterion
    Opis:
    We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].
    Źródło:
    Applicationes Mathematicae; 1999, 26, 2; 221-228
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On adaptive control of a partially observed Markov chain
    Autorzy:
    Di Masi, Giovanni
    Stettner, Łukasz
    Powiązania:
    https://bibliotekanauki.pl/articles/1340597.pdf
    Data publikacji:
    1994
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    uniform ergodicity
    long run average cost
    filtering process
    adaptive control
    approximate filter
    partially observed systems
    Opis:
    A control problem for a partially observable Markov chain depending on a parameter with long run average cost is studied. Using uniform ergodicity arguments it is shown that, for values of the parameter varying in a compact set, it is possible to consider only a finite number of nearly optimal controls based on the values of actually computable approximate filters. This leads to an algorithm that guarantees nearly selfoptimizing properties without identifiability conditions. The algorithm is based on probing control, whose cost is additionally assumed to be periodically observable.
    Źródło:
    Applicationes Mathematicae; 1993-1995, 22, 2; 165-180
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Average cost Markov control processes with weighted norms: value iteration
    Autorzy:
    Gordienko, Evgueni
    Hernández-Lerma, Onésimo
    Powiązania:
    https://bibliotekanauki.pl/articles/1340319.pdf
    Data publikacji:
    1995
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    average cost optimality equation
    strong average optimality
    (discrete-time) Markov control processes
    long-run average cost
    weighted norms
    Opis:
    This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
    Źródło:
    Applicationes Mathematicae; 1995-1996, 23, 2; 219-237
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Nonzero-sum semi-Markov games with countable state spaces
    Autorzy:
    Połowczuk, Wojciech
    Powiązania:
    https://bibliotekanauki.pl/articles/1208131.pdf
    Data publikacji:
    2000
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    discounted criterion
    Nash equilibrium
    countable state space
    nonzero-sum semi-Markov game
    long run average reward criterion
    Opis:
    We consider nonzero-sum semi-Markov games with a countable state space and compact metric action spaces. We assume that the payoff, mean holding time and transition probability functions are continuous on the action spaces. The main results concern the existence of Nash equilibria for nonzero-sum discounted semi-Markov games and a class of ergodic semi-Markov games with the expected average payoff criterion.
    Źródło:
    Applicationes Mathematicae; 2000, 27, 4; 395-402
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Some remarks on equilibria in semi-Markov games
    Autorzy:
    Nowak, Andrzej
    Powiązania:
    https://bibliotekanauki.pl/articles/1208130.pdf
    Data publikacji:
    2000
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    correlated equilibrium
    Nash equilibrium
    general state space
    nonzero-sum semi-Markov game
    long run expected average payoff criterion
    Opis:
    This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.
    Źródło:
    Applicationes Mathematicae; 2000, 27, 4; 385-394
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Average cost Markov control processes with weighted norms: existence of canonical policies
    Autorzy:
    Gordienko, Evgueni
    Hernández-Lerma, Onésimo
    Powiązania:
    https://bibliotekanauki.pl/articles/1340317.pdf
    Data publikacji:
    1995
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    discounted cost
    average cost optimality equation
    long run average cost
    (discrete-time) Markov control processes
    average cost optimality inequality
    weighted norms
    Opis:
    This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
    Źródło:
    Applicationes Mathematicae; 1995-1996, 23, 2; 199-218
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-8 z 8

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