Skip to main navigation Skip to search Skip to main content

Markov games with unbounded rewards

  • J. Wessels

Research output: Book/Report › Report › Academic

100 Downloads (Pure)

Abstract

2-person zero-sum Markov games with the total expected reward criterion are considered. The one period rewards are not supposed to be bounded. However, it is assumed that the values of the one period games in each state constitute a vector in a Banach space in which the transition probabilities are contracting. This game is proved to possess a value vector and optimal stationary strategies (in a weakened sense). Furthermore, it is exhibited how the value vector and optimal strategies may be computed using successive approximations.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages15
Publication statusPublished - 1976

Publication series

NameMemorandum COSOR
Volume7605
ISSN (Print)0926-4493

Fingerprint

Dive into the research topics of 'Markov games with unbounded rewards'. Together they form a unique fingerprint.

Cite this