Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov Processes
| hal.structure.identifier | Universidade de São Paulo = University of São Paulo [USP] | |
| dc.contributor.author | COSTA, Oswaldo Luiz Do Valle | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | Institut Polytechnique de Bordeaux [Bordeaux INP] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Centre Inria de l'Université de Bordeaux | |
| dc.contributor.author | DUFOUR, François | |
| dc.date.accessioned | 2024-04-04T03:07:57Z | |
| dc.date.available | 2024-04-04T03:07:57Z | |
| dc.date.issued | 2018 | |
| dc.identifier.issn | 0095-4616 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193489 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Springer Verlag (Germany) | |
| dc.subject.en | Continuous-time | |
| dc.subject.en | Discounted reward criterion | |
| dc.subject.en | Zero sum games | |
| dc.subject.en | General borel spaces | |
| dc.title.en | Zero-Sum Discounted Reward Criterion Games for Piecewise Deterministic Markov Processes | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1007/s00245-017-9416-2 | |
| dc.subject.hal | Mathématiques [math]/Optimisation et contrôle [math.OC] | |
| bordeaux.journal | Applied Mathematics and Optimization | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01643056 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01643056v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Applied%20Mathematics%20and%20Optimization&rft.date=2018&rft.eissn=0095-4616&rft.issn=0095-4616&rft.au=COSTA,%20Oswaldo%20Luiz%20Do%20Valle&DUFOUR,%20Fran%C3%A7ois&rft.genre=article |
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