An algorithm for discounted switching control stochastic games (Q580202)

In a switching control stochastic game the law of motion is controlled by player one only when the system is in a certain subset of states, and by the second alone when the system is in the other states. For the discounted case a finite algorithm is proved to determine the value of the game and a pair of optimal strategies. This algorithm consists in a value iteration and is an alternative to the algorithm consisting in solving a finite number of linear programs, related to policy iteration, proposed by \textit{O. J. Vrieze} [P.H.D., Free Univ. of Amsterdam (1983)].