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• W2072841539 abstract "We consider a class of discrete-time two person zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs. The game evolves according to the recursive equation xn+1=F(xn,an,bn,ξn),n=0,1,…, where the disturbance process {ξn} is formed by independent and identically distributed Rk-valued random vectors, which are observable but their common density ρ∗ is unknown for both players. Combining suitable methods of statistical estimation of ρ∗ with optimization procedures, we construct a pair of average optimal strategies." @default.
• W2072841539 created "2016-06-24" @default.
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• W2072841539 date "2013-06-01" @default.
• W2072841539 modified "2023-10-18" @default.
• W2072841539 title "Optimal strategies for adaptive zero-sum average Markov games" @default.
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• W2072841539 doi "https://doi.org/10.1016/j.jmaa.2012.12.011" @default.
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