Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution

This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference e

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J. Adolfo Minjárez-Sosa

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution Discounted and Average Criteria

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SpringerBriefs in Probability and Mathematical Statistics Editor-in-Chief Mark Podolskij, University of Aarhus, Aarhus C, Denmark Series Editors Nina Gantert, Technische Universit¨at M¨unchen, M¨unich, Nordrhein-Westfalen, Germany Richard Nickl, University of Cambridge, Cambridge, UK Sandrine P´ech´e, Univirsit´e Paris Diderot, Paris, France Gesine Reinert, University of Oxford, Oxford, UK Mathieu Rosenbaum, Universit´e Pierre et Marie Curie, Paris, France Wei Biao Wu, University of Chicago, Chicago, IL, USA

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J. Adolfo Minj´arez-Sosa

Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution Discounted and Average Criteria

J. Adolfo Minj´arez-Sosa Department of Mathematics University of Sonora Hermosillo, Sonora, Mexico

ISSN 2365-4333 ISSN 2365-4341 (electronic) SpringerBriefs in Probability and Mathematical Statistics ISBN 978-3-030-35719-1 ISBN 978-3-030-35720-7 (eBook) https://doi.org/10.1007/978-3-030-35720-7 Mathematics Subject Classification: 91A15, 90C40, 62G05 © The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electro