Successive approximation for average reward Markov games

J. Wal, van der

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    Abstract

    This paper considers two-person zero-sum Markov games with finitely many states and actions with the criterion of average reward per unit time. Two special situations are treated and it is shown that in both cases the method of successive approximations yields an e-band for the value of the game as well as stationary e-optimal strategies. In the first case all underlying Markov chains of pure stationary optimal strategies are assumed to be unichained. In the second case it is assumed that the functional equation Uv = v + ge has a solution.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Hogeschool Eindhoven
    Number of pages15
    Publication statusPublished - 1977

    Publication series

    NameMemorandum COSOR
    Volume7710
    ISSN (Print)0926-4493

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