A single loop stochastic game which one player can terminate

zbMath0482.90092MaRDI QIDQ1162938

Jerzy A. Filar

Publication date: 1981

Published in: Opsearch (Search for Journal in Brave)

zbMATH Keywords

complete solutionabsorbing stateepsilon-optimal strategysingle loop undiscounted stochastic gamesstationary optimal strategyterminating playervalue computation

Mathematics Subject Classification ID

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

Related Items

Nonlinear programming and stationary strategies in stochastic games