Hypergraph conditions for the solvability of the ergodic equation for zero-sum games

被引:0
|
作者
Akian, Marianne [1 ,2 ]
Gaubert, Stephane [1 ,2 ]
Hochart, Antoine [1 ,2 ]
机构
[1] INRIA Saclay Ile de France, Palaiseau, France
[2] Ecole Polytech, CMAP, F-91128 Palaiseau, France
来源
2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2015年
关键词
Zero-sum games; stochastic control; ergodic control; risk-sensitive control; nonlinear consensus; computational methods; directed hypergraphs; SETS;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The ergodic equation is a basic tool in the study of mean-payoff stochastic games. Its solvability entails that the mean payoff is independent of the initial state. Moreover, optimal stationary strategies are readily obtained from its solution. In this paper, we give a general sufficient condition for the solvability of the ergodic equation, for a game with finite state space but arbitrary action spaces. This condition involves a pair of directed hypergraphs depending only on the "growth at infinity" of the Shapley operator of the game. This refines a recent result of the authors which only applied to games with bounded payments, as well as earlier nonlinear fixed point results for order preserving maps, involving graph conditions.
引用
收藏
页码:5845 / 5850
页数:6
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