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SpringerBriefs in Probability and Mathematical Statistics
cover

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution

Discounted and Average Criteria

Authors: Minjárez-Sosa, J. Adolfo

  • First book providing a study on discrete-time Markov games with unknown disturbance distribution
  • Presents a systematic analysis on recent developments of estimation and control procedures in Markov games
  • Contains several examples to illustrate the game models as well as the implementation of the estimation and control algorithms
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eBook $44.99
price for USA (gross)
  • The eBook version of this title will be available soon
  • Due: March 24, 2020
  • ISBN 978-3-030-35720-7
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover $59.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 25, 2020
  • ISBN 978-3-030-35719-1
  • Free shipping for individuals worldwide
About this book

This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation. The corresponding disturbance process is an observable sequence of independent and identically distributed random variables with unknown distribution for both players. Unlike the standard case, the game is played over an infinite horizon evolving as follows. At each stage, once the players have observed the state of the game, and before choosing the actions, players 1 and 2 implement a statistical estimation process to obtain estimates of the unknown distribution. Then, independently, the players adapt their decisions to such estimators to select their actions and construct their strategies. This book presents a systematic analysis on recent developments in this kind of games. Specifically, the theoretical foundations on the procedures combining statistical estimation and control techniques for the construction of strategies of the players are introduced, with illustrative examples. In this sense, the book is an essential reference for theoretical and applied researchers in the fields of stochastic control and game theory, and their applications.

Buy this book

eBook $44.99
price for USA (gross)
  • The eBook version of this title will be available soon
  • Due: March 24, 2020
  • ISBN 978-3-030-35720-7
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover $59.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 25, 2020
  • ISBN 978-3-030-35719-1
  • Free shipping for individuals worldwide

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Bibliographic Information

Bibliographic Information
Book Title
Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
Book Subtitle
Discounted and Average Criteria
Authors
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Copyright
2020
Publisher
Springer International Publishing
Copyright Holder
The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-35720-7
DOI
10.1007/978-3-030-35720-7
Softcover ISBN
978-3-030-35719-1
Series ISSN
2365-4333
Edition Number
1
Number of Pages
XII, 123
Number of Illustrations
2 b/w illustrations, 1 illustrations in colour
Topics