Average optimal strategies in stochastic games with complete information

DGOR / ÖGOR ◽  
1993 ◽  
pp. 356-356
Author(s):  
Heinz-Uwe Küenle
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies ◽  
Complete Information ◽  
Average Optimal Strategies

scholarly journals Simplifying optimal strategies in limsup and liminf stochastic games

2018 ◽  
Vol 251 ◽  
pp. 40-56 ◽  
Author(s):  
János Flesch ◽  
Arkadi Predtetchinski ◽  
William Sudderth
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies

PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY

2001 ◽  
Vol 03 (02n03) ◽  
pp. 253-281 ◽  
Author(s):  
S. R. MOHAN ◽  
S. K. NEOGY ◽  
T. PARTHASARATHY
Keyword(s):  
Linear Complementarity Problem ◽  
Complementarity Problem ◽  
Stochastic Games ◽  
Optimal Strategies ◽  
Linear Complementarity ◽  
Dual Simplex Method ◽  
Special Cases ◽  
Dual Simplex ◽  
Finite Step ◽  
Zero Sum

In this paper, we survey the recent literature on computing the value vector and the associated optimal strategies of the players for special cases of zero-sum stochastic games, or in computing a Nash equilibrium point and the corresponding stationary strategies of the players for special cases of nonzero-sum stochastic games, using finite-step algorithms based on pivoting. Examples of finite-step pivoting algorithms are the various simplex-type algorithms, such as the primal simplex or dual simplex method for solving the linear programming problem or Lemke's or Lemke-Howson's algorithm for solving the linear complementarity problem. Also included are Lemke-type algorithms for solving various generalisations of the linear complementarity problem. The survey also includes a few new results and observations.

Stationary ɛ-optimal strategies in stochastic games

OR Spectrum ◽  
1993 ◽  
Vol 15 (1) ◽  
pp. 9-15 ◽  
Author(s):  
Frank Thuijsman ◽  
Koos Vrieze
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies

scholarly journals On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces

2020 ◽  
Vol 13 ◽  
pp. 304-323
Author(s):  
Dmitrii Lozovanu ◽  
◽  
Stefan Pickl ◽  
Keyword(s):  
Nash Equilibria ◽  
Stochastic Games ◽  
Optimal Strategies ◽  
Stationary Strategies ◽  
Finite State ◽  
Optimal Stationary Strategies ◽  
Action Spaces

We consider infinite n-person stochastic games with limiting average payoffs criteria for the players. The main results of the paper are concerned with the existence of stationary Nash equilibria and determining the optimal strategies of the players in the games with finite state and action spaces. We present conditions for the existence of stationary Nash equilibria in the considered games and propose an approach for determining the optimal stationary strategies of the players if such strategies exist.

scholarly journals Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side

2014 ◽  
Vol 1 (1) ◽  
pp. 105-119
Author(s):  
Fernando Luque-Vásquez ◽  
◽  
J. Adolfo Minjárez-Sosa ◽  
Keyword(s):  
Optimal Strategies ◽  
Payoff Function ◽  
Markov Games ◽  
Zero Sum ◽  
Average Optimal Strategies

scholarly journals Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information

2012 ◽  
Vol 40 (1) ◽  
pp. 56-60 ◽  
Author(s):  
Konstantin Avrachenkov ◽  
Laura Cottatellucci ◽  
Lorenzo Maggi
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies ◽  
Perfect Information ◽  
Zero Sum

On Stochastic Games with Stationary Optimal Strategies

1978 ◽  
Vol 3 (2) ◽  
pp. 104-125 ◽  
Author(s):  
Truman Bewley ◽  
Elon Kohlberg
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies
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