Article ID: | iaor20041105 |
Country: | Germany |
Volume: | 95 |
Issue: | 3 |
Start Page Number: | 512 |
End Page Number: | 532 |
Publication Date: | Jan 2003 |
Journal: | Mathematical Programming |
Authors: | Raghavan T.E.S., Syed Z. |
We give a policy-improvement type algorithm to locate an optimal pure stationary strategy for discounted stochastic games with perfect information. A graph theoretic motivation for our algorithm is presented as well.