A finite algorithm for the switching control stochastic game

DOI10.1007/BF01720283zbMath0504.90088MaRDI QIDQ1835852

S. H. Tijs, O. J. Vrieze, Jerzy A. Filar, Thirukkannamangai E. S. Raghavan

Publication date: 1983

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

zbMATH Keywords

optimal stationary strategiesvaluesolution algorithmaverage payoff criterionswitching control stochastic gametwo-person zero-sum stochastic games

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Linear programming (90C05) 2-person games (91A05) Probabilistic games; gambling (91A60)

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Cites Work

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• An orderfield property for stochastic games when one player controls transition probabilities
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Finite state Markovian decision processes
• On Stochastic Games with Stationary Optimal Strategies

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