STATIONARY EPSILON-OPTIMAL STRATEGIES IN STOCHASTIC GAMES

被引：2

作者：

THUIJSMAN, F ^{[1
]}

VRIEZE, K ^{[1
]}

机构：

[1] UNIV LIMBURG,DEPT MATH,6200 MD MAASTRICHT,NETHERLANDS

来源：

OR SPEKTRUM | 1993年 / 15卷 / 01期

关键词：

STOCHASTIC GAME; LIMITING AVERAGE REWARDS; STATIONARY OPTIMAL STRATEGIES;

D O I：

10.1007/BF01783412

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We deal with stochastic games with finite state and action spaces for which we examine players' possibilities for playing limiting average (epsilon-)optimal by means of stationary strategies (epsilon > 0). It is well-known that stationary limiting average epsilon-optimal strategies need not exist for all initial states, hence we focus on those particular initial states for which the limiting average value is either maximal or minimal over the set of states.

引用

页码：9 / 15

页数：7

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