T. Prieto Rumeau, J. M. Lorenzo Magán
We consider a two-person zero-sum continuous-time Markov game with denumerable state space, general action spaces, and unbounded payoff and transition rates. We deal with noncooperative equilibria for the discounted and the average payoff criteria. We are interested in approximating numerically the value and the optimal strategies of the game. We construct finite state and actions truncated game models, that can be explicitly solved, which converge in a suitably defined sense to the original game model. We study the convergence rate for the value of the games and we illustrate our results with an application to a population system.
Palabras clave: Markov games; approximation results; continuous-time Markov processes
Programado
L06.4 Optimización Dinámica y Teoría de Control
5 de septiembre de 2016 12:55
Aula 21.07
