Sample-path approach to stochastic games

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Two-person zero-sum stochastic games with finite state and action spaces are considered. The expected average payoff criterion is used for multichain structures. In the special case in which only one player controls the transitions, it is shown that the optimal stationary policies and the value of the game can be obtained from the optimal solutions to a pair of dual linear programs. A decomposition algorithm which produces such optimal stationary policies for both players is given. In the case in which both players control the transitions, a generalized game is obtained, the solution of which gives the optimal policies.

Original languageEnglish (US)
Pages (from-to)180-185
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - 1989
EventProceedings of the 28th IEEE Conference on Decision and Control. Part 1 (of 3) - Tampa, FL, USA
Duration: Dec 13 1989Dec 15 1989

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


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