Perfect information two-person zero-sum Markov games with imprecise transition probabilities

DOI10.1007/s00186-006-0081-5zbMath1124.91008OpenAlexW1995009380MaRDI QIDQ857945

Hyeong Soo Chang

Publication date: 5 January 2007

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0081-5

zbMATH Keywords

value iteration

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (1)

Average optimal strategies for zero-sum Markov games with poorly known payoff function on one side

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An on-line procedure in discounted infinite-horizon stochastic optimal control
• The complexity of stochastic games
• Markov set-chains
• A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information
• Bounded-parameter Markov decision processes
• Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result
• Controlled Markov set-chains with discounting
• Markov Decision Processes with Imprecise Transition Probabilities
• Markovian Decision Processes with Uncertain Transition Probabilities
• Two-person zero-sum markov games: receding horizon approach
• Stochastic Games

This page was built for publication: Perfect information two-person zero-sum Markov games with imprecise transition probabilities