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arXiv 2008.12032cs.GTecon.THmath.PR
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一个移动目标的竞争性搜索游戏

A competitive search game with a moving target

Benoit Duvocelle, János Flesch, Mathias Staudigl, Dries Vermeulen

摘要:

我们介绍了一个离散时间搜索游戏,其中两个球员竞争,首先找到一个对象。该对象根据一个随时间变化的马尔可夫链上的许多状态。参与者知道马尔可夫链和对象的初始概率分布,但不观察对象的当前状态。球员们轮流上场。主动的参与者选择一个状态,这个选择被另一个参与者观察到。如果对象处于选中状态,则该玩家获胜,游戏结束。否则,对象根据马尔可夫链移动,游戏在下一个周期继续。我们表明,这个游戏承认一个值,并为任何错误项$\veps>0$,每个球员有一个纯(子博弈完美)$\veps$ -最优策略。有趣的是,0-最优策略并不总是存在。$\veps$最优策略是稳健的,因为它们在所有有限但足够长的时间范围内都是$2\veps$最优的,并且在折扣因子接近1的情况下,在折扣版本的博弈中也是$2\veps$最优的。我们得到的值和$\veps$ -最优策略的分析和结构特性的结果。此外,我们研究的有限截断策略,这是很容易计算和实现的性能。我们特别注意重要的时间齐次的情况下,额外的结果举行。

英文摘要:

We introduce a discrete-time search game, in which two players compete to find an object first. The object moves according to a time-varying Markov chain on finitely many states. The players know the Markov chain and the initial probability distribution of the object, but do not observe the current state of the object. The players are active in turns. The active player chooses a state, and this choice is observed by the other player. If the object is in the chosen state, this player wins and the game ends. Otherwise, the object moves according to the Markov chain and the game continues at the next period. We show that this game admits a value, and for any error-term $\veps>0$, each player has a pure (subgame-perfect) $\veps$-optimal strategy. Interestingly, a 0-optimal strategy does not always exist. The $\veps$-optimal strategies are robust in the sense that they are $2\veps$-optimal on all finite but sufficiently long horizons, and also $2\veps$-optimal in the discounted version of the game provided that the discount factor is close to 1. We derive results on the analytic and structural properties of the value and the $\veps$-optimal strategies. Moreover, we examine the performance of the finite truncation strategies, which are easy to calculate and to implement. We devote special attention to the important time-homogeneous case, where additional results hold.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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