Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov Processes
DUFOUR, François
Quality control and dynamic reliability [CQFD]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Institut de Mathématiques de Bordeaux [IMB]
Centre Inria de l'Université de Bordeaux
Quality control and dynamic reliability [CQFD]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Institut de Mathématiques de Bordeaux [IMB]
Centre Inria de l'Université de Bordeaux
DUFOUR, François
Quality control and dynamic reliability [CQFD]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Institut de Mathématiques de Bordeaux [IMB]
Centre Inria de l'Université de Bordeaux
< Reduce
Quality control and dynamic reliability [CQFD]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Institut de Mathématiques de Bordeaux [IMB]
Centre Inria de l'Université de Bordeaux
Language
en
Article de revue
This item was published in
Applied Mathematics and Optimization. 2018
Springer Verlag (Germany)
English Abstract
This papers dealswith the zero-sum gamewith a discounted reward criterionfor piecewise deterministic Markov process (PDMPs) in general Borel spaces. Thetwo players can act on the jump rate and transition measure of the ...Read more >
This papers dealswith the zero-sum gamewith a discounted reward criterionfor piecewise deterministic Markov process (PDMPs) in general Borel spaces. Thetwo players can act on the jump rate and transition measure of the process, with thedecisions being taken just after a jump of the process. The goal of this paper is toderive conditions for the existence of min–max strategies for the infinite horizon totalexpected discounted reward function, which is composed of running and boundaryparts. The basic idea is, by using the special features of the PDMPs, to re-write theproblem via an embedded discrete-time Markov chain associated to the PDMP andre-formulate the problem as a discrete-stage zero sum game problem.Read less <
English Keywords
Continuous-time
Discounted reward criterion
Zero sum games
General borel spaces
Origin
Hal imported