Successive Approximation Methods in Undiscounted Stochastic Games

DOI10.1287/opre.28.3.794zbMath0447.90095OpenAlexW2039151826MaRDI QIDQ3893704

Awi Federgruen

Publication date: 1980

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/44104d8a5fef188e20efd5ac1f36b0d9af1e9d56

zbMATH Keywords

existence conditionsfinite action spacefinite state spacesuccessive approximation methodsundiscounted stochastic gamesstationary optimal strategiesepsilon-optimal policiesoptimal gain rateoptimality equation solutiontwo- person, zero-sum sequential games

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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