Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs

DOI10.3934/JDG.2014.1.347zbMATH Open1329.91013OpenAlexW2154345300MaRDI QIDQ482541FDOQ482541

Authors: Matthew Bourque, Thirukkannamangai E. S. Raghavan 

Publication date: 5 January 2015

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2014.1.347

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zbMATH Keywords

Markov decision processperfect informationstochastic gamespolicy iterationadditive reward additive transition

Mathematics Subject Classification ID

2-person games (91A05) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)

Cites Work

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• Sensitivity analysis in discounted Markovian decision problems
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• Stochastic games have a value
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• Scientific Applications: An algorithm for identifying the ergodic subchains and transient states of a stochastic matrix

Cited In (6)

• A policy improvement algorithm for solving a mixture class of perfect information and AR-at semi-Markov games
• The relationships between discounted and average criteria of stochastic games with prospect theory
• Title not available (Why is that?)
• Generic uniqueness of the bias vector of finite zero-sum stochastic games with perfect information
• A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information
• Policy invariance under reward transformations for general-sum stochastic games

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