Approximations in Dynamic Zero-Sum Games II

Approximations in Dynamic Zero-sum Games, Ii Approximations in Dynamic Zero-sum Games, Ii

We pursue in this paper our study of approximations of values and-saddle-point policies in dynamic zero-sum games. After extending the general theorem for approximation, we study zero-sum stochastic games with countable state space, and non-bounded immediate reward. We focus on the expected average payoo criterion. We use some tools developed in the rst paper, to obtain the convergence of the v...

Approximations in Dynamic Zero-sum Games, I

We develop a unifying approach for approximating a \limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or \almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to stat...

Approximations in Dynamic Zero-sum Games

We develop a unifying approach for approximating a “limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or “almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct policies which are almost optimal for the approximating games. We then apply the general framework to stat...

Information Relaxations and Dynamic Zero-Sum Games

Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems. These games are generally very difficult to solve even when one player’s strategy is fixed, and so constructing and evaluating good sub-optimal policies for each...

Part II . Two - Person Zero - Sum Games