Successive approximation methods in undiscounted stochastic games
Abstract
This paper considers undiscounted two-person, zero-sum sequential games with finite state and action spaces. Under conditions that guarantee the existence of stationary optimal strategies, we present two successive approximation methods for finding the optimal gain rate, a solution to the optimality equation, and for any ϵ > 0, ϵ-optimal policies for both players.
Download PDF
Citation
Federgruen, Awi. "Successive approximation methods in undiscounted stochastic games." Operations Research 28, no. 3 (1980): 794-809.
Each author name for a Columbia Business School faculty member is linked to a faculty research page, which lists additional publications by that faculty member.
Each topic is linked to an index of publications on that topic.