Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information

DOI10.1016/j.orl.2011.10.005zbMath1243.91010OpenAlexW2149125186MaRDI QIDQ433846

Lorenzo Maggi, Laura Cottatellucci, Konstantin E. 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

zbMATH Keywords

stochastic gamesperfect informationmulti-agent Markov decision processesoptimality rangeuniform optimal strategies

Mathematics Subject Classification ID

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

Related Items

Confidence intervals for the Shapley-Shubik power index in Markovian games, Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs

Cites Work

• Sensitivity analysis in discounted Markovian decision problems
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
• A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information
• An asymptotic simplex method for singularly perturbed linear programs
• Asymptotic Linear Programming