On the optimality equation for zero-sum ergodic stochastic games

2001 ◽  
Vol 54 (2) ◽  
pp. 291-301 ◽  
Author(s):  
Anna Jaśkiewicz ◽  
Andrzej S. Nowak
Keyword(s):  
Stochastic Games ◽  
Optimality Equation ◽  
Zero Sum

Zero-sum two-person semi-Markov games

1992 ◽  
Vol 29 (01) ◽  
pp. 56-72 ◽  
Author(s):  
Arbind K. Lal ◽  
Sagnik Sinha
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies ◽  
Existence Of A Solution ◽  
Average Case ◽  
Optimality Equation ◽  
Markov Games ◽  
Special Cases ◽  
Ergodic Condition ◽  
Markov Decision ◽  
Zero Sum

Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.

Zero-sum two-person semi-Markov games

1992 ◽  
Vol 29 (1) ◽  
pp. 56-72 ◽  
Author(s):  
Arbind K. Lal ◽  
Sagnik Sinha
Keyword(s):  
Stochastic Games ◽  
Optimal Strategies ◽  
Existence Of A Solution ◽  
Average Case ◽  
Optimality Equation ◽  
Markov Games ◽  
Special Cases ◽  
Ergodic Condition ◽  
Markov Decision ◽  
Zero Sum

Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.

scholarly journals Zero-Sum Stochastic Games over the Field of Real Algebraic Numbers

2019 ◽  
Vol 9 (4) ◽  
pp. 1026-1041
Author(s):  
K. Avrachenkov ◽  
V. Ejov ◽  
J. A. Filar ◽  
A. Moghaddam
Keyword(s):  
Stochastic Games ◽  
Algebraic Numbers ◽  
Zero Sum

scholarly journals Non-Zero-Sum Stochastic Games

2017 ◽  
pp. 1-64 ◽  
Author(s):  
Anna Jaśkiewicz ◽  
Andrzej S. Nowak
Keyword(s):  
Stochastic Games ◽  
Zero Sum

scholarly journals Reversibility and oscillations in zero-sum discounted stochastic games

2015 ◽  
Vol 2 (1) ◽  
pp. 103-115 ◽  
Author(s):  
Sylvain Sorin ◽  
Guillaume Vigeral
Keyword(s):  
Stochastic Games ◽  
Zero Sum
Sign in / Sign up

Export Citation Format

Share Document