Simplifying Optimal Strategies in Stochastic Games

DOI10.1137/S0363012996311940zbMath0909.90284MaRDI QIDQ4210459

O. J. Vrieze, Frank Thuijsman, Janos Flesch

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimalitystochastic gameslimiting average rewardsstationary strategiesMarkov strategies

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (6)

Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games ⋮ Characterization and simplification of optimal strategies in positive stochastic games ⋮ Stochastic games with additive transitions ⋮ Subgame maxmin strategies in zero-sum stochastic games with tolerance levels ⋮ MARKOV STRATEGIES ARE BETTER THAN STATIONARY STRATEGIES ⋮ Almost stationary \(\epsilon\)-equilibria in zero-sum stochastic games

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