Artículos de revistas
Rolling horizon procedures in Semi-Markov Games: The Discounted Case
Fecha
2014-05Registro en:
Della Vecchia, Eugenio Martín; Di Marco, Silvia Cristina; Jean Marie, Alain; Rolling horizon procedures in Semi-Markov Games: The Discounted Case; Institut National de Recherche en Informatique et en Automatique; Rapports de Recherche, Institut National de Recherche en Informatique et en Automatique; 8019; 5-2014; 1-23
0249-6399
CONICET Digital
CONICET
Autor
Della Vecchia, Eugenio Martín
Di Marco, Silvia Cristina
Jean Marie, Alain
Resumen
We study the properties of the rolling horizon and the approximate rolling horizon procedures for the case of two-person zero-sum discounted semi-Markov games with infinite horizon, when the state space is a borelian set and the action spaces are considered compact. Under suitable conditions, we prove that the equilibrium is the unique solution of a dynamic programming equation, and we prove bounds which imply the convergence of the procedures when the horizon length tends to infinity. The approach is based on the formalism for Semi-Markov games developed by Luque-Vásquez in [11], together with extensions of the results of Hernández-Lerma and Lasserre [4] for Markov Decision Processes and Chang and Marcus [2] for Markov Games, both in discrete time. In this way we generalize the results on the rolling horizon and approximate rolling horizon procedures previously obtained for discrete-time problems