Successive Approximation Methods in Undiscounted Stochastic Games

DOI10.1287/OPRE.28.3.794MaRDI QIDQ3893704zbMATH OpenOpenAlexFDO

Authors Awi Federgruen

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/44104d8a5fef188e20efd5ac1f36b0d9af1e9d56

zbMATH Keywords

epsilon-optimal policiesexistence conditionsfinite action spacefinite state spaceoptimal gain rateoptimality equation solutionstationary optimal strategiessuccessive approximation methodstwo- person, zero-sum sequential gamesundiscounted stochastic games

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Cited in

(8)

• Bilinear programming and structured stochastic games
• A short certificate of the number of universal optimal strategies for stopping simple stochastic games
• A note on two-person zero-sum communicating stochastic games
• A potential reduction algorithm for two-person zero-sum mean payoff stochastic games
• Two-person zero-sum stochastic games
• On canonical forms for zero-sum stochastic mean payoff games
• On the functional equations in undiscounted and sensitive discounted stochastic games
• Algorithms for stochastic games ? A survey

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