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Home > Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces

Long-Term Values in Markov Decision Processes and Repeated Games, and a New Distance for Probability Spaces

Article
Author/s: 
Jérôme Renault, Xavier Venel
Mathematics of Operations Research
Issue number: 
Issue in Advance: Issue 4 (November 2016)
Publisher: 
Informs
Year: 
2017
Journal Article [1]
We study long-term Markov decision processes (MDPs) and gambling houses, with applications to any partial observation MDPs with finitely many states and zero-sum repeated games with an informed controller.
Tags: 
Game Theory & Graphs [2]

Source URL:http://www.coalitiontheory.net/content/long-term-values-markov-decision-processes-and-repeated-games-and-new-distance-probability

Links
[1] http://pubsonline.informs.org/doi/abs/10.1287/moor.2016.0814 [2] http://www.coalitiontheory.net/research-areas/game-theory-graphs