Solving Infinite-Horizon Discounted Markov Games Using a Superharmonic Least-Element Algorithm

DOI10.1287/mnsc.39.1.93zbMath0788.90095OpenAlexW1985627810MaRDI QIDQ3134566

Douglas J. White

Publication date: 15 September 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.39.1.93

zbMATH Keywords

infinite-horizon discounted Markov gamessuperharmonic set

Mathematics Subject Classification ID

Fractional programming (90C32) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

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