A vector minmax problem for controlled Markov chains
Probability
2010-11-03 v1
Abstract
The problem of controlling a finite state Markov chain in the presence of an adversary so as to ensure desired performance levels for a vector of objectives is cast in the framework of Blackwell approachability. Relying on an elementary two time scale construction a control scheme is proposed which ensures almost sure convergence to the desired set regardless of the adversarial actions.
Keywords
Cite
@article{arxiv.1011.0675,
title = {A vector minmax problem for controlled Markov chains},
author = {Sameer Kamal},
journal= {arXiv preprint arXiv:1011.0675},
year = {2010}
}
Comments
15 pages