Stationary \(\varepsilon\)-optimal strategies in stochastic games

DOI10.1007/BF01783412zbMath0778.90098OpenAlexW2142585943MaRDI QIDQ1803743

Frank Thuijsman, Koos Vrieze

Publication date: 29 June 1993

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01783412

zbMATH Keywords

stochastic gameslimiting average rewardsfinite state and action spacesstationary limiting average \(\varepsilon\)-optimal strategies

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (2)

Adaptive policy for two finite Markov chains zero-sum stochastic game with unknown transition matrices and average payoffs ⋮ MARKOV STRATEGIES ARE BETTER THAN STATIONARY STRATEGIES

Cites Work

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• Semi-Markov strategies in stochastic games
• On the Existence of Easy Initial States for Undiscounted Stochastic Games
• The Asymptotic Theory of Stochastic Games
• Discrete Dynamic Programming
• The Big Match
• Stochastic Games
• Stochastic games

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