A note on two-person zero-sum communicating stochastic games

Operations Research Letters

Volumn 34, Issue 4, 2006, Pages 412-420

  Avşar, Zeynep Müge ^a   Baykal Gürsoy, Melike ^b  

^a MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Communicating chains; Irreducible games; Stochastic games

Indexed keywords

COMMUNICATION SYSTEMS; COMPUTATIONAL COMPLEXITY; COMPUTATIONAL METHODS; ERROR ANALYSIS; STOCHASTIC CONTROL SYSTEMS;

COMMUNICATING CHAINS; IRREDUCIBLE GAMES; STOCHASTIC GAMES;

GAME THEORY;

EID: 33646090607     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2005.07.008     Document Type: Article

References (20)

1. Z.M. Avşar, M. Baykal-Gursoy, Two-person zero-sum communicating stochastic games, Technical Report, ISE Working Series 97-122, Industrial and Systems Engineering Department, Rutgers University, 1997.
2. Avşar Z.M., and Baykal-Gursoy M. A decomposition approach for undiscounted two-person zero-sum stochastic games. Math. Method. Oper. Res. 49 (1999) 483-500
3. Z.M. Avşar, M. Baykal-Gursoy, A note on two-person zero-sum communicating stochastic games, Technical Report, ISE Working Series 05-001, Industrial and Systems Engineering Department, Rutgers University, 2005.
4. Bather J. Optimal decision procedures in finite Markov chains. Part II: communicating systems. Adv. Appl. Prob. 5 (1973) 541-553
5. Baykal-Gursoy M., and Ross K.W. Variability sensitive Markov decision processes. Math. Oper. Res. 17 (1992) 558-571
6. Blackwell D., and Ferguson T.S. The big match. Ann. Math. Stat. 39 (1968) 159-163
7. F. Evangelista, T.E.S. Raghavan, O.J. Vrieze, Repeated ARAT games, Department of Mathematics, University of Wisconsin Center-Marathon, Wausau, January 1995.
8. Federgruen A. On N-person stochastic games with denumerable state space. Adv. Appl. Probab. 10 (1978) 452-472
9. Federgruen A. Successive approximation methods in undiscounted stochastic games. Oper. Res. 28 (1980) 794-809
10. Filar J.A., Schultz T.A., Thuijsman F., and Vrieze D.J. Nonlinear programming and stationary equilibria in stochastic games. Math. Programming 50 (1991) 227-238
11. Filar J., and Vrieze K. Competitive Markov Decision Processes (1997), Springer, New York
12. D. Gillette, Stochastic games with zero stop probabilities, Ann. Math. Stud. 39 (1957).
13. Hoffman A.J., and Karp R.M. On nonterminating stochastic games. Manage. Sci. 12 (1966) 359-370
14. Ross K.W., and Varadarajan R. Markov decision processes with a sample path constraints: the communicating case. Oper. Res. 37 (1989) 780-790
15. Ross K.W., and Varadarajan R. Multichain Markov decision processes with a sample path constraint: a decomposition approach. Math. Oper. Res. (1991) 195-207
16. E. Solan, Perturbations of Markov Chains with Applications to Stochastic Games, Kellogg School of Management, Northwestern University, 2000.
17. Solan E. Continuity of the value of competitive Markov decision processes. J. Theor. Probab. 16 4 (2003) 831-845
18. Solan E., and Vieille N. Perturbed Markov chains. J. Appl. Probab. 40 1 (2003) 107-122
19. Van der Wal J. Successive approximations for average reward Markov games. Int. J. Game Theory 9 (1980) 13-24
20. Yin G., and Zhang Q. Singularly perturbed discrete-time Markov chains. SIAM J. Appl. Math. 61 (2000) 834-854