Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion |
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| Authors: | J. Adolfo Minjárez-Sosa Fernando Luque-Vásquez |
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| Affiliation: | (1) Departamento de Matemáticas, Universidad de Sonora, Rosales s/n, Centro, 83000 Hermosillo, Sonora, Mexico |
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| Abstract: | This paper deals with two person zero-sum semi-Markov games with a possibly unbounded payoff function, under a discounted payoff criterion. Assuming that the distribution of the holding times H is unknown for one of the players, we combine suitable methods of statistical estimation of H with control procedures to construct an asymptotically discount optimal pair of strategies. Work supported partially by Consejo Nacional de Ciencia y Tecnología (CONACyT) under Grant 46633-F. |
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| Keywords: | Zero-sum semi-Markov games Discounted payoff Asymptotic optimality Shapley equation |
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