A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information

A policy-improvement type algorithm for solving zero-sum two-person stochastic games of perfect information

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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: ,
Abstract:

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.

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