Successive approximation for average reward Markov games

J. Wal, van der

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Samenvatting

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.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Hogeschool Eindhoven
Aantal pagina's15
StatusGepubliceerd - 1977

Publicatie series

NaamMemorandum COSOR
Volume7710
ISSN van geprinte versie0926-4493

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  • Citeer dit

    Wal, van der, J. (1977). Successive approximation for average reward Markov games. (Memorandum COSOR; Vol. 7710). Technische Hogeschool Eindhoven.