Characterization and simplification of optimal strategies in positive stochastic games

DOI10.1017/jpr.2018.47zbMath1417.91072MaRDI QIDQ4555287

William D. Sudderth, Arkadi Predtetchinski, Janos Flesch

Publication date: 19 November 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/9b77a144-88f8-488f-b1f5-b870c6fffe9e

zbMATH Keywords

Markov chain; martingale; optimal stationary strategy; positive; two-person; zero-sum stochastic game; subgame-optimal strategy

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

91A05: 2-person games

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

91A15: Stochastic games, stochastic differential games

Related Items

Subgame maxmin strategies in zero-sum stochastic games with tolerance levels, Positive zero-sum stochastic games with countable state and action spaces

Cites Work

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