화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.39, No.1, 208-225, 2000
Zero sum absorbing games with incomplete information on one side: Asymptotic analysis
We prov the existence of the limit of the values of finitely repeated ( resp., discounted) absorbing games with incomplete information on one side, as the number of repetitions goes to infinity ( resp., the discount factor goes to zero). The main tool is the study of the Shapley operator, for which the value of the lambda-discounted game is a fixed point, and of its derivative with respect to lambda.