A note on two-person zero-sum communicating stochastic games

AVŞAR Z. M., Baykal-Gursoy M.

OPERATIONS RESEARCH LETTERS, cilt.34, sa.4, ss.412-420, 2006 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 34 Sayı: 4
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1016/j.orl.2005.07.008
  • Dergi Adı: OPERATIONS RESEARCH LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.412-420
  • Anahtar Kelimeler: stochastic games, communicating chains, irreducible games, MARKOV DECISION-PROCESSES, DECOMPOSITION APPROACH, CHAINS
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property, i.e., working with irreducible games over restricted strategy spaces. The proposed procedure gives the value of the communicating game with an arbitrarily small error when the value is independent of the initial state. (c) 2005 Elsevier B.V. All rights reserved.