A finite algorithm for the switching control stochastic game

DOI10.1007/BF01720283MaRDI QIDQ1835852zbMATH OpenFDO

Authors K. Vrieze, Stef Tijs, Jerzy Filar, Thirukkannamangai E. S. Raghavan

Publication date 1983

Published in OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

solution algorithmvalueaverage payoff criterionoptimal stationary strategiesswitching control stochastic gametwo-person zero-sum stochastic games

Mathematics Subject Classification ID

Linear programming (90C05) Applications of mathematical programming (90C90) 2-person games (91A05) Probabilistic games; gambling (91A60)

Cites work

• scientific article; zbMATH DE number 3718883 (Why is no real title available?)
• scientific article; zbMATH DE number 3062449 (Why is no real title available?)
• An orderfield property for stochastic games when one player controls transition probabilities
• Finite state Markovian decision processes
• Linear programming and undiscounted stochastic games in which one player controls transitions
• On Stochastic Games with Stationary Optimal Strategies
• Ordered field property for stochastic games when the player who controls transitions changes from state to state

Cited in

(20)

• A non-iterative algorithm for generalized pig games
• Solving subclasses of multi-player stochastic games via linear complementarity problem formulations -- a survey and some new results
• Pivoting algorithms for some classes of stochastic games: A survey
• On stochastic games with additive reward and transition structure
• Completely mixed strategies for generalized bimatrix and switching controller stochastic game
• Linear complementarity and discounted switching controller stochastic games
• Perfect information stochastic games and related classes
• A class of stochastic games with ordered field property
• Orderfield property of mixtures of stochastic games
• An algorithm for discounted switching control stochastic games
• Submixing and shift-invariant stochastic games
• The ordered field property and a finite algorithm for the Nash bargaining solution
• Saddle-point calculation for constrained finite Markov chains
• Bilinear programming and structured stochastic games
• Value iteration for simple stochastic games: stopping criterion and learning algorithm
• Concurrent reachability games
• Algorithms for stochastic games ? A survey
• On finding large sets of rewards in two-player ETP-ESP games
• Max Plus Algebra, Optimization and Game Theory
• Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations

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