Discounted Stochastic Ratio Games

DOI10.1137/0601023zbMath0501.90095OpenAlexW2085336490MaRDI QIDQ3967388

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Publication date: 1980

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0601023

zbMATH Keywords

convergent algorithmstationary optimal strategiesunique valuefinite state Markov ratio decision processdiscounted stochastic ratio games

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Cites Work

• Unnamed Item
• Markov ratio decision processes
• Markov-Renewal Programming. I: Formulation, Finite Return Models
• On Nonterminating Stochastic Games
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Linear Programming Solutions to Ratio Games
• Stochastic Games

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