Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors
In this study, the numerical calculation of optimal policy pairs in two-person zero-sum stochastic games with unbounded reward functions and state-dependent discount factors are studied. First, the expected discount criterion, ε −optimal values, and policy pairs are defined for zero-sum stochastic g...
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| Format: | Article |
| Language: | English |
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Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/7474566 |
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| _version_ | 1832553497560612864 |
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| author | Xiao Wu Yanqiu Tang |
| author_facet | Xiao Wu Yanqiu Tang |
| author_sort | Xiao Wu |
| collection | DOAJ |
| description | In this study, the numerical calculation of optimal policy pairs in two-person zero-sum stochastic games with unbounded reward functions and state-dependent discount factors are studied. First, the expected discount criterion, ε −optimal values, and policy pairs are defined for zero-sum stochastic game model. Then, an iterative algorithm is given and the correctness of the algorithm is verified. At last, an example of inventory system is stated, the numerical simulation is obtained according to the iterative algorithm steps, and the difference between varying discount factors and a constant discount factor is obtained in further discussion. |
| format | Article |
| id | doaj-art-c420269187464142875d000faaf4d5b8 |
| institution | Kabale University |
| issn | 1607-887X |
| language | English |
| publishDate | 2022-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-c420269187464142875d000faaf4d5b82025-02-03T05:53:50ZengWileyDiscrete Dynamics in Nature and Society1607-887X2022-01-01202210.1155/2022/7474566Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount FactorsXiao Wu0Yanqiu Tang1School of Mathematics and StatisticsSchool of Mathematics and StatisticsIn this study, the numerical calculation of optimal policy pairs in two-person zero-sum stochastic games with unbounded reward functions and state-dependent discount factors are studied. First, the expected discount criterion, ε −optimal values, and policy pairs are defined for zero-sum stochastic game model. Then, an iterative algorithm is given and the correctness of the algorithm is verified. At last, an example of inventory system is stated, the numerical simulation is obtained according to the iterative algorithm steps, and the difference between varying discount factors and a constant discount factor is obtained in further discussion.http://dx.doi.org/10.1155/2022/7474566 |
| spellingShingle | Xiao Wu Yanqiu Tang Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors Discrete Dynamics in Nature and Society |
| title | Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors |
| title_full | Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors |
| title_fullStr | Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors |
| title_full_unstemmed | Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors |
| title_short | Numerical Calculation of Optimal Policy Pairs in Zero-sum Stochastic Games with Varying Discount Factors |
| title_sort | numerical calculation of optimal policy pairs in zero sum stochastic games with varying discount factors |
| url | http://dx.doi.org/10.1155/2022/7474566 |
| work_keys_str_mv | AT xiaowu numericalcalculationofoptimalpolicypairsinzerosumstochasticgameswithvaryingdiscountfactors AT yanqiutang numericalcalculationofoptimalpolicypairsinzerosumstochasticgameswithvaryingdiscountfactors |