Algorithms for discounted stochastic games

Singiresu S Rao, R. Chandrasekaran, K. P K Nair

Research output: Contribution to journalArticle

21 Citations (Scopus)

Abstract

In this paper, a two-person zero-sum discounted stochastic game with a finite state space is considered. The movement of the game from state to state is jointly controlled by the two players with a finite number of alternatives available to each player in each of the states. We present two convergent algorithms for arriving at minimax strategies for the players and the value of the game. The two algorithms are compared with respect to computational efficiency. Finally, a possible extension to nonzero sum stochastic game is suggested.

Original languageEnglish
Pages (from-to)627-637
Number of pages11
JournalJournal of Optimization Theory and Applications
Volume11
Issue number6
DOIs
StatePublished - Nov 1 1973
Externally publishedYes

Fingerprint

Stochastic Games
Game
Nonzero-sum Games
Zero sum game
Computational efficiency
Minimax
Computational Efficiency
Person
State Space
Alternatives
Stochastic games
Movement
Strategy
State space

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics
  • Management Science and Operations Research

Cite this

Algorithms for discounted stochastic games. / Rao, Singiresu S; Chandrasekaran, R.; Nair, K. P K.

In: Journal of Optimization Theory and Applications, Vol. 11, No. 6, 01.11.1973, p. 627-637.

Research output: Contribution to journalArticle

Rao, Singiresu S ; Chandrasekaran, R. ; Nair, K. P K. / Algorithms for discounted stochastic games. In: Journal of Optimization Theory and Applications. 1973 ; Vol. 11, No. 6. pp. 627-637.
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