DocumentCode :
391238
Title :
A class of reasonably tractable partially observed discrete stochastic games
Author :
McEneaney, William M.
Author_Institution :
Depts. of Math. & Mech./Aerosp. Eng., California Univ., San Diego, La Jolla, CA, USA
Volume :
2
fYear :
2002
fDate :
10-13 Dec. 2002
Firstpage :
1386
Abstract :
Stochastic games under partial information are typically computationally intractable even in the discrete-time/discrete-state case considered here. We consider a problem where one player has perfect information. The main problem is that the information state for the player with imperfect information is a function over the space of probability distributions (a function over a simplex), and so infinite-dimensional. However, in the problem form here, the payoff is only a function of the terminal state of the system, and the initial information state is either linear or a sum of max-plus delta functions. In this case, the information state and state-feedback value functions belong to finite-dimensional sets. Thus the computational tractability is greatly enhanced.
Keywords :
information theory; probability; stochastic games; computational tractability; discrete deterministic game; discrete stochastic games; game theory; imperfect information; information state propagation; probability distributions; value function; zero-sum games; Aerodynamics; Computational complexity; Computer applications; Costs; Functional programming; Probability distribution; Radar; State-space methods; Stochastic processes; Vehicle dynamics;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7516-5
Type :
conf
DOI :
10.1109/CDC.2002.1184711
Filename :
1184711
Link To Document :
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