Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
| hal.structure.identifier | Méthodes avancées d’apprentissage statistique et de contrôle [ASTRAL] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Institut Polytechnique de Bordeaux [Bordeaux INP] | |
| dc.contributor.author | DUFOUR, François | |
| dc.contributor.author | PRIETO-RUMEAU, Tomás | |
| dc.date | 2024 | |
| dc.date.accessioned | 2024-04-04T02:31:31Z | |
| dc.date.available | 2024-04-04T02:31:31Z | |
| dc.date.issued | 2024 | |
| dc.identifier.issn | 0095-4616 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190316 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Springer Verlag (Germany) | |
| dc.rights.uri | http://creativecommons.org/licenses/by/ | |
| dc.title.en | Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math] | |
| 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-04377070 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-04377070v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Applied%20Mathematics%20and%20Optimization&rft.date=2024&rft.eissn=0095-4616&rft.issn=0095-4616&rft.au=DUFOUR,%20Fran%C3%A7ois&PRIETO-RUMEAU,%20Tom%C3%A1s&rft.genre=article |
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