A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information

2003 ◽  
Vol 95 (3) ◽  
pp. 513-532 ◽  
Author(s):  
T.E.S. Raghavan ◽  
Zamir Syed
Keyword(s):  
Stochastic Games ◽  
Perfect Information ◽  
Policy Improvement ◽  
Type Algorithm ◽  
Zero Sum

A Policy Improvement Algorithm for Solving a Mixture Class of Perfect Information and AR-AT Semi-Markov Games

2020 ◽  
Vol 22 (02) ◽  
pp. 2040008
Author(s):  
P. Mondal ◽  
S. K. Neogy ◽  
A. Gupta ◽  
D. Ghorui
Keyword(s):  
Perfect Information ◽  
Policy Improvement ◽  
Markov Games ◽  
Markov Game ◽  
Improvement Algorithm ◽  
Finite State ◽  
Markov Decision ◽  
Mixture Class ◽  
Zero Sum ◽  
Action Spaces

Zero-sum two-person discounted semi-Markov games with finite state and action spaces are studied where a collection of states having Perfect Information (PI) property is mixed with another collection of states having Additive Reward–Additive Transition and Action Independent Transition Time (AR-AT-AITT) property. For such a PI/AR-AT-AITT mixture class of games, we prove the existence of an optimal pure stationary strategy for each player. We develop a policy improvement algorithm for solving discounted semi-Markov decision processes (one player version of semi-Markov games) and using it we obtain a policy-improvement type algorithm for computing an optimal strategy pair of a PI/AR-AT-AITT mixture semi-Markov game. Finally, we extend our results when the states having PI property are replaced by a subclass of Switching Control (SC) states.

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

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

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

scholarly journals Non-Zero-Sum Stochastic Games

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

Export Citation Format

Share Document