A policy iteration algorithm for zero-sum stochastic games with mean payoff

DOI10.1016/j.crma.2006.07.011zbMath1097.91014OpenAlexW2018312770WikidataQ115045106 ScholiaQ115045106MaRDI QIDQ2504730

Stéphane Gaubert, Jean Cochet-Terrasson

Publication date: 28 September 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.07.011

zbMATH Keywords

Markov chainsreduction of a super-harmonic function

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (6)

USING STRATEGY IMPROVEMENT TO STAY ALIVE ⋮ Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information ⋮ Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs ⋮ Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances ⋮ Multigrid methods for two‐player zero‐sum stochastic games ⋮ Piecewise linear concave dynamical systems appearing in the microscopic traffic modeling

Cites Work

• Unnamed Item
• The complexity of stochastic games
• Combinatorial games under auction play
• Spectral theorem for convex monotone homogeneous maps, and ergodic control
• Invariant Half-Lines of Nonexpansive Piecewise-Linear Transformations
• The duality theorem for min-max functions
• The Perron-Frobenius theorem for homogeneous, monotone functions
• A constructive fixed point theorem for min-max functions
• Mathematical Foundations of Computer Science 2004
• On Nonterminating Stochastic Games
• Multichain Markov Renewal Programs

This page was built for publication: A policy iteration algorithm for zero-sum stochastic games with mean payoff