On the functional equations in undiscounted and sensitive discounted stochastic games

DOI10.1007/BF01919903zbMath0447.90096MaRDI QIDQ3893705

Awi Federgruen

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1007/bf01919903

zbMATH Keywords

convergence analysis; functional equations; existence of a solution; finite action space; finite state space; undiscounted stochastic games; successive approximation schemes; average return per unit time criterion; existence of stationary sensitive optimal equilibrium policies; sensitive discounted stochastic games; two-person zero-sum sequential games; undiscounted infinite stage model

Mathematics Subject Classification ID

91A05: 2-person games

91A15: Stochastic games, stochastic differential games

91A60: Probabilistic games; gambling

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