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Average Payoff Criterion

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

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Abstract

We are now interested in analyzing the average payoff game, that is, the game in (1.3) with the long-run expected average payoff in (1.13):

$$\displaystyle J(x,\pi ^{1},\pi ^{2}):=\liminf \limits _{n\rightarrow \infty }\frac {1}{n} E_{x}^{\pi ^{1},\pi ^{2}}\sum _{t=0}^{n-1}r(x_{t},a_{t},b_{t}) {} $$

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Authors and Affiliations

  1. Department of Mathematics, University of Sonora, Hermosillo, Sonora, Mexico

    J. Adolfo Minjárez-Sosa

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  1. J. Adolfo Minjárez-Sosa
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Minjárez-Sosa, J.A. (2020). Average Payoff Criterion. In: Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution. SpringerBriefs in Probability and Mathematical Statistics. Springer, Cham. https://doi.org/10.1007/978-3-030-35720-7_3

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