Discounted Stochastic Ratio Games

DOI10.1137/0601023MaRDI QIDQ3967388zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0601023

zbMATH Keywords

convergent algorithmdiscounted stochastic ratio gamesfinite state Markov ratio decision processstationary optimal strategiesunique value

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cites work

• Contraction Mappings in the Theory Underlying Dynamic Programming
• scientific article; zbMATH DE number 3277161 (Why is no real title available?)
• Linear Programming Solutions to Ratio Games
• Markov ratio decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• On Nonterminating Stochastic Games
• Stochastic Games

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