Semi-Markov strategies in stochastic games

DOI10.1007/BF01774298zbMath0523.90102MaRDI QIDQ585106

G. L. Wanrooij, O. J. Vrieze, Arie Hordijk

Publication date: 1983

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

zbMATH Keywords

stochastic gamestationary strategycountable state and action spacessemi-Markov strategies

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (11)

Stochastic games with additive transitions ⋮ Cyclic Markov equilibria in stochastic games ⋮ A class of stochastic games with ordered field property ⋮ Repeated games with bonuses ⋮ Nonlinear programming and stationary equilibria in stochastic games ⋮ Fictitious play in stochastic games ⋮ Linear Programming and Zero-Sum Two-Person Undiscounted Semi-Markov Games ⋮ Stationary \(\varepsilon\)-optimal strategies in stochastic games ⋮ MARKOV STRATEGIES ARE BETTER THAN STATIONARY STRATEGIES ⋮ Almost stationary \(\epsilon\)-equilibria in zero-sum stochastic games ⋮ Long-run Strategic Advertising and Short-run Bertrand Competition

Cites Work

• Discrete Dynamic Programming
• A Note on Memoryless Rules for Controlling Sequential Control Processes
• The Big Match
• Noncooperative Stochastic Games
• Stochastic Games
• Stochastic games
• Unnamed Item

This page was built for publication: Semi-Markov strategies in stochastic games