An algorithm for discounted switching control stochastic games (Q580202)
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scientific article; zbMATH DE number 4016638
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| English | An algorithm for discounted switching control stochastic games |
scientific article; zbMATH DE number 4016638 |
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An algorithm for discounted switching control stochastic games (English)
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1987
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In a switching control stochastic game the law of motion is controlled by player one only when the system is in a certain subset of states, and by the second alone when the system is in the other states. For the discounted case a finite algorithm is proved to determine the value of the game and a pair of optimal strategies. This algorithm consists in a value iteration and is an alternative to the algorithm consisting in solving a finite number of linear programs, related to policy iteration, proposed by \textit{O. J. Vrieze} [P.H.D., Free Univ. of Amsterdam (1983)].
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switching control stochastic game
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optimal strategies
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value iteration
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0.8190022110939026
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0.8122383952140808
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0.8114486932754517
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0.8042361736297607
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