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


AVŞAR Z. M. , Baykal-Gursoy M.

OPERATIONS RESEARCH LETTERS, vol.34, no.4, pp.412-420, 2006 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume: 34 Issue: 4
  • Publication Date: 2006
  • Doi Number: 10.1016/j.orl.2005.07.008
  • Journal Name: OPERATIONS RESEARCH LETTERS
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Page Numbers: pp.412-420
  • Keywords: stochastic games, communicating chains, irreducible games, MARKOV DECISION-PROCESSES, DECOMPOSITION APPROACH, CHAINS

Abstract

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.