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pro vyhledávání: '"Vigeral, Guillaume"'
Autor:
Sorin, Sylvain, Vigeral, Guillaume
We consider zero sum stochastic games. For every discount factor $\lambda$, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of cumulated occupati
Externí odkaz:
http://arxiv.org/abs/1812.08414
Autor:
Vigeral, Guillaume, Viossat, Yannick
Publikováno v:
Operations Research Letters, Elsevier, 2016, 44, pp.19-24
Any nonempty, compact, semi-algebraic set in [0, 1] n is the projection of the set of mixed equilibria of a finite game with 2 actions per player on its first n coordinates. A similar result follows for sets of equilibrium payoffs. The proofs are con
Externí odkaz:
http://arxiv.org/abs/1601.01895
Autor:
Sorin, Sylvain, Vigeral, Guillaume
We study the links between the values of stochastic games with varying stage duration $h$, the corresponding Shapley operators $\bf{T}$ and ${\bf{T}}\_h$and the solution of $\dot f\_t = ({\bf{T}} - Id )f\_t$. Considering general non expansive maps we
Externí odkaz:
http://arxiv.org/abs/1502.04000
Autor:
Vigeral, Guillaume
Publikováno v:
Dynamic Games and Applications 3, 2 (2013) 172-186
We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value
Externí odkaz:
http://arxiv.org/abs/1301.4540
Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally subanalytic s
Externí odkaz:
http://arxiv.org/abs/1301.1967
Publikováno v:
Sankhya: The Indian Journal of Statistics 72-A (2010) 237-245
We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible extensions to tw
Externí odkaz:
http://arxiv.org/abs/1012.5149
Autor:
Gaubert, Stephane, Vigeral, Guillaume
Publikováno v:
Math. Proc. of Cambridge Phil. Soc., volume 152, pp. 341--363, 2012
We establish a maximin characterisation of the linear escape rate of the orbits of a non-expansive mapping on a complete (hemi-)metric space, under a mild form of Busemann's non-positive curvature condition (we require a distinguished family of geode
Externí odkaz:
http://arxiv.org/abs/1012.4765
In an optimal control framework, we consider the value $V_T(x)$ of the problem starting from state $x$ with finite horizon $T$, as well as the value $V_\lambda(x)$ of the $\lambda$-discounted problem starting from $x$. We prove that uniform convergen
Externí odkaz:
http://arxiv.org/abs/1004.4174
Autor:
Vigeral, Guillaume
Publikováno v:
ESAIM: COCV 16 (2010) 809-832
We consider some discrete and continuous dynamics in a Banach space involving a non expansive operator $J$ and a corresponding family of strictly contracting operators $\Phi(\lambda,x):=\lambda J(\frac{1-\lambda}{\lambda}x)$ for $\lambda\in]0,1]$. Ou
Externí odkaz:
http://arxiv.org/abs/0904.2342
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