Name
Title | ||
|---|---|---|
Characterization and simplification of optimal strategies in positive stochastic games. |
Abstract | ||
|---|---|---|
We consider positive zero-sum stochastic games with countable state and action spaces. For each player, we provide a characterization of those strategies that are optimal in every subgame. These characterizations are used to prove two simplification results. We show that if player 2 has an optimal strategy then he/she also has a stationary optimal strategy, and prove the same for player 1 under the assumption that the state space and player 2's action space are finite. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1017/jpr.2018.47 | JOURNAL OF APPLIED PROBABILITY |
Keywords | Field | DocType |
Positive,two-person,zero-sum stochastic game,optimal stationary strategy,subgame-optimal strategy,Markov chain,martingale | Mathematical economics,Combinatorics,Martingale (probability theory),Countable set,Markov chain,Subgame,State space,Mathematics | Journal |
Volume | Issue | ISSN |
55 | 3 | 0021-9002 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| János Flesch | 1 | 108 | 26.87 |
| Arkadi Predtetchinski | 2 | 45 | 12.27 |
| William D. Sudderth | 3 | 62 | 16.34 |