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Partially Observable Semi-Markov Games with Discounted Payoff
Authors:Mrinal K Ghosh  Anindya Goswami
Institution:1. Department of Mathematics , Indian Institute of Science , Bangalore , India mkg@math.iisc.ernet.in;3. Department of Mathematics , Indian Institute of Science , Bangalore , India
Abstract:Abstract

We study partially observable semi-Markov game with discounted payoff on a Borel state space. We study both zero sum and nonzero sum games. We establish saddle point equilibrium and Nash equilibrium for zero sum and nonzero sum cases, respectively.
Keywords:Optimal policy  Partial information  Saddle point and Nash equilibria  Semi-Markov game
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