MARKOV STRATEGIES ARE BETTER THAN STATIONARY STRATEGIES

DOI10.1142/S0219198999000037zbMATH Open0943.91010MaRDI QIDQ4485671FDOQ4485671

Authors: Frank Thuijsman, K. Vrieze, János Flesch 

Publication date: 19 June 2000

Published in: International Game Theory Review (Search for Journal in Brave)

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• scientific article; zbMATH DE number 3989138

zbMATH Keywords

zero-sum stochastic gamesstationary strategiesMarkov strategies

Mathematics Subject Classification ID

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

Cites Work

• Stochastic games
• The Big Match
• On stochastic games with additive reward and transition structure
• Noncooperative Stochastic Games
• Stationary \(\varepsilon\)-optimal strategies in stochastic games
• Stochastic Games with Perfect Information and Time Average Payoff
• Repeated games with absorbing states
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• Semi-Markov strategies in stochastic games
• Simplifying Optimal Strategies in Stochastic Games
• Repeated games with absorbing states and no signals

Cited In (4)

• STATIONARY STRATEGIES IN ZERO-SUM STOCHASTIC GAMES
• The price of history-independent strategies in games with inter-temporal externalities
• Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs
• Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games

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