An algorithm for discounted switching control stochastic games

DOI10.1007/BF01720798zbMath0625.90100OpenAlexW1998151084MaRDI QIDQ580202

S. R. Mohan, Thirukkannamangai E. S. Raghavan

Publication date: 1987

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01720798

zbMATH Keywords

optimal strategiesvalue iterationswitching control stochastic game

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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Cites Work

• An orderfield property for stochastic games when one player controls transition probabilities
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• A finite algorithm for the switching control stochastic game
• Stochastic Games