scientific article; zbMATH DE number 18891

MaRDI QIDQ3976306zbMATH OpenFDO

Authors Andrzej S. Nowak, Thirukkannamangai E. S. Raghavan

Publication date 26 June 1992

zbMATH Keywords

\(\varepsilon\)-optimal pure stationary strategyOrnstein's theorempositive stochastic gamesstationary \(\varepsilon\)-optimal strategy

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15)

Review text

[For the entire collection see Zbl 0731.00033.] The paper is related to some classical result of Ornstein on positive dynamic programming problems: There exists an \(\varepsilon\)-optimal pure stationary strategy for the optimizer if the optimal return function is bounded and if the state space is countable. The authors show that Ornstein's theorem cannot be extended to positive stochastic games with general transition functions; that is, under Ornstein's assumption, Player 1 (maximizer) may not have a stationary \(\varepsilon\)-optimal strategy in such games.

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Cited in

(3)

• On the existence of good stationary strategies for nonleavable stochastic games
• Positive zero-sum stochastic games with countable state and action spaces
• Characterization and simplification of optimal strategies in positive stochastic games

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