| Article ID: | iaor2007899 |
| Country: | Netherlands |
| Volume: | 34 |
| Issue: | 4 |
| Start Page Number: | 412 |
| End Page Number: | 420 |
| Publication Date: | Jul 2006 |
| Journal: | Operations Research Letters |
| Authors: | Baykal-Grsoy Melike, Avsar Zeynep Mge |
| Keywords: | stochastic processes |
For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property, i.e., working with irreducible games over restricted strategy spaces. The proposed procedure gives the value of the communicating game with an arbitrarily small error when the value is independent of the initial state.