Stochastic games
From MaRDI portal
Publication:5905121
DOI10.1007/BF01769259zbMath0486.90096MaRDI QIDQ5905121
Abraham Neyman, Jean-Francois Mertens
Publication date: 1981
Published in: International Journal of Game Theory (Search for Journal in Brave)
multi-stage game; existence of epsilon-optimal strategies; lambda- discounted game; two-person zero-sum undiscounted stochastic game; value of a game
Related Items
Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory, MARKOV STRATEGIES ARE BETTER THAN STATIONARY STRATEGIES, Repeated games with absorbing states and no signals, Asymptotic properties in dynamic programming, Bounded variation of \(\{V_ n\}\) and its limit, Total reward stochastic games and sensitive average reward strategies, Denumerable state stochastic games with limiting average payoff, Cyclic Markov equilibria in stochastic games, Perfect information stochastic games and related classes, Asymptotic behavior of continuous stochastic games, Absorbing team games, Almost stationary \(\epsilon\)-equilibria in zero-sum stochastic games, An operator solution of stochastic games, Stationary \(\varepsilon\)-optimal strategies in stochastic games, Solvable states in stochastic games, A note on 'Big Match', Algorithms for stochastic games ? A survey, Weighted reward criteria in Competitive Markov Decision Processes, Juegos estocasticos continuos: Valor y estrategias optimas