论文标题
具有风险敏感平均成本标准的马尔可夫连锁店的离散时间零和游戏
Discrete-time Zero-Sum Games for Markov chains with risk-sensitive average cost criterion
论文作者
论文摘要
我们研究了零和随机游戏，用于控制的离散时间马尔可夫链，具有风险敏感的平均成本标准，具有可计数的状态空间和Borel动作空间。收益功能是无负的，可能是无限的。在动力学上的某个Lyapunov稳定性假设下，我们确定了值和鞍点平衡的存在。此外，我们完全表征了固定马尔可夫策略类别中所有可能的马鞍点策略。最后，我们介绍并分析了一个说明性示例。
We study zero-sum stochastic games for controlled discrete time Markov chains with risk-sensitive average cost criterion with countable state space and Borel action spaces. The payoff function is nonnegative and possibly unbounded. Under a certain Lyapunov stability assumption on the dynamics, we establish the existence of a value and saddle point equilibrium. Further we completely characterize all possible saddle point strategies in the class of stationary Markov strategies. Finally, we present and analyze an illustrative example.
