Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
DOI10.1016/J.ORL.2011.10.005zbMATH Open1243.91010OpenAlexW2149125186MaRDI QIDQ433846FDOQ433846
Authors: Laura Cottatellucci, Lorenzo Maggi, Konstantin Avrachenkov 
Publication date: 6 July 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00506390/file/RR-7355.pdf
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Cites Work
- A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information
- Ordered field property for stochastic games when the player who controls transitions changes from state to state
- Sensitivity analysis in discounted Markovian decision problems
- Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
- An asymptotic simplex method for singularly perturbed linear programs
- Asymptotic Linear Programming
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- Confidence intervals for the Shapley-Shubik power index in Markovian games
- Computing uniformly optimal strategies in two-player stochastic games
- Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
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