Successive approximation for average reward Markov games

J. Wal, van der

Research output: Book/ReportReportAcademic

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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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