Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
DUFOUR, François
Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
Institut de Mathématiques de Bordeaux [IMB]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
Institut de Mathématiques de Bordeaux [IMB]
Institut Polytechnique de Bordeaux [Bordeaux INP]
DUFOUR, François
Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
Institut de Mathématiques de Bordeaux [IMB]
Institut Polytechnique de Bordeaux [Bordeaux INP]
< Reduce
Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
Institut de Mathématiques de Bordeaux [IMB]
Institut Polytechnique de Bordeaux [Bordeaux INP]
Language
en
Article de revue
This item was published in
Applied Mathematics and Optimization. 2024
Springer Verlag (Germany)
Date
2024English Abstract
We consider a nonzero-sum $N$-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Caratheodory functions and the transitions of the system are ...Read more >
We consider a nonzero-sum $N$-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Caratheodory functions and the transitions of the system are assumed to have a density function satisfying some continuity conditions. The optimality criterion of the players is given by a total expected payoff on an infinite discrete-time horizon. Under the condition that the game model is absorbing, we establish the existence of Markov strategies that are a noncooperative equilibrium in the family of all history-dependent strategies of the players for both the constrained and the unconstrained problems. We obtain, as a particular case of results, the existence of Nash equilibria for discounted constrained and unconstrained game models.Read less <
Origin
Hal imported