Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1143138 | Operations Research Letters | 2012 | 5 Pages |
Abstract
We deal with zero-sum two-player stochastic games with perfect information. We propose two algorithms to find the uniform optimal strategies and one method to compute the optimality range of discount factors. We prove the convergence in finite time for one algorithm. The uniform optimal strategies are also optimal for the long run average criterion and, in transient games, for the undiscounted criterion as well.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Konstantin Avrachenkov, Laura Cottatellucci, Lorenzo Maggi,