ترغب بنشر مسار تعليمي؟ اضغط هنا

Pure and Stationary Optimal Strategies in Perfect-Information Stochastic Games with Global Preferences

181   0   0.0 ( 0 )
 نشر من قبل Hugo Gimbert
 تاريخ النشر 2016
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English
 تأليف Hugo Gimbert




اسأل ChatGPT حول البحث

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such strategies follows from the existence of optimal deterministic stationarystrategies for some derived one-player games.Thus we reducethe problem from two-player to one-player games (Markov decisionproblems), where usually it is much easier to tackle.The reduction is very general, it holds not only for all possible payoff mappings but alsoin more a general situations whereplayers preferences are not expressed by payoffs.

قيم البحث

اقرأ أيضاً

210 - Hugo Gimbert 2013
We prove that optimal strategies exist in every perfect-information stochastic game with finitely many states and actions and a tail winning condition.
We consider extensive games with perfect information with well-founded game trees and study the problems of existence and of characterization of the sets of subgame perfect equilibria in these games. We also provide such characterizations for two cla sses of these games in which subgame perfect equilibria exist: two-player zero-sum games with, respectively, two and three outcomes.
74 - Hugo Gimbert 2010
We examine perfect information stochastic mean-payoff games - a class of games containing as special sub-classes the usual mean-payoff games and parity games. We show that deterministic memoryless strategies that are optimal for discounted games with state-dependent discount factors close to 1 are optimal for priority mean-payoff games establishing a strong link between these two classes.
We consider a new setting of facility location games with ordinal preferences. In such a setting, we have a set of agents and a set of facilities. Each agent is located on a line and has an ordinal preference over the facilities. Our goal is to desig n strategyproof mechanisms that elicit truthful information (preferences and/or locations) from the agents and locate the facilities to minimize both maximum and total cost objectives as well as to maximize both minimum and total utility objectives. For the four possible objectives, we consider the 2-facility settings in which only preferences are private, or locations are private. For each possible combination of the objectives and settings, we provide lower and upper bounds on the approximation ratios of strategyproof mechanisms, which are asymptotically tight up to a constant. Finally, we discuss the generalization of our results beyond two facilities and when the agents can misreport both locations and preferences.
We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic risk from both stochastic state transitions (inherent to the game) and ra ndomized mixed strategies (due to all other players). An appropriate risk-aware equilibrium concept is proposed and the existence of such equilibria is demonstrated in stationary strategies by an application of Kakutanis fixed point theorem. We further propose a simulation-based Q-learning type algorithm for risk-aware equilibrium computation. This algorithm works with a special form of minimax risk measures which can naturally be written as saddle-point stochastic optimization problems, and covers many widely investigated risk measures. Finally, the almost sure convergence of this simulation-based algorithm to an equilibrium is demonstrated under some mild conditions. Our numerical experiments on a two player queuing game validate the properties of our model and algorithm, and demonstrate their worth and applicability in real life competitive decision-making.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا