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arXiv · 1011.0675

A vector minmax problem for controlled Markov chains

Sameer Kamal
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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.

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Sameer Kamal. 2010-11-02. A vector minmax problem for controlled Markov chains. https://arxiv.org/abs/1011.0675

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