scientific article; zbMATH DE number 3731792

MaRDI QIDQ3919486zbMATH OpenFDO

Authors Arie Hordijk, Lodewijk Kallenberg

Publication date 1981

zbMATH Keywords

minimax problemconstructive prooffinite action spaceoptimal stationary policiesfinite state spacepolyhedral gametotal expected rewardtwo-person zero-sum stochastic gameexistence of the value

Mathematics Subject Classification ID

Linear programming (90C05) 2-person games (91A05) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Cited in

(4)

• Quadratic programming and the single-controller stochastic game
• Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints
• Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory
• Constrained cost-coupled stochastic games with independent state processes

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