Title :
Some approximations for stochastic games with unbounded reward and average payoff
Author :
Tidball, Mabel M. ; Pourtallier, Odile ; Altman, Eitan
Author_Institution :
Inst. Nat. de Recherche en Inf. et Autom., Sophia-Antipolis, France
Abstract :
We consider approximation problems arising in stochastic games with unbounded cost and expected average cost criterion. We focus on finite state approximation of stochastic games with a countable state space. In addition to the convergence of the value, we obtain (i) the convergence of the policies, (ii) the robustness of policies. The growing interest in stochastic games with unbounded cost in recent years was partly driven by applications of stochastic games in telecommunications systems in general, and in queueing systems in particular
Keywords :
approximation theory; convergence; minimisation; probability; stochastic games; approximation problems; average payoff; convergence; countable state space; expected average cost criterion; finite state approximation; queueing systems; robustness; stochastic games; telecommunications systems; unbounded cost; unbounded reward; Convergence; Costs; Equations; State-space methods; Stochastic processes; Stochastic systems; Topology;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657837