Stochastic Game Model
نویسنده
چکیده
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 caae that 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 is given which produces such optimal stationary policies for both players. In the case that both players control the transitions, a generalized game is obtained, the solution of which gives the optimal policies.
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تاریخ انتشار 2004