On the functional equations in undiscounted and sensitive discounted stochastic games

DOI10.1007/BF01919903zbMath0447.90096OpenAlexW2055957552MaRDI QIDQ3893705

Awi Federgruen

Publication date: 1980

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01919903

zbMATH Keywords

convergence analysisfunctional equationsexistence of a solutionfinite action spacefinite state spaceundiscounted stochastic gamessuccessive approximation schemesaverage return per unit time criterionexistence of stationary sensitive optimal equilibrium policiessensitive discounted stochastic gamestwo-person zero-sum sequential gamesundiscounted infinite stage model

Mathematics Subject Classification ID

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

Cites Work

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