12,941 research outputs found
Zero-Sum Stochastic Games with Partial Information and Average Payoff
We consider discrete time partially observable zero-sum stochastic game with
average payoff criterion. We study the game using an equivalent completely
observable game. We show that the game has a value and also we come up with a
pair of optimal strategies for both the players.Comment: Journal of Optimization Theory and Applications, 201
Coupling Control Variates for Markov Chain Monte Carlo
We show that Markov couplings can be used to improve the accuracy of Markov
chain Monte Carlo calculations in some situations where the steady-state
probability distribution is not explicitly known. The technique generalizes the
notion of control variates from classical Monte Carlo integration. We
illustrate it using two models of nonequilibrium transport
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