Article ID Journal Published Year Pages File Type
1143138 Operations Research Letters 2012 5 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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