"Operations Research Letters", Elsevier, Volume 40, N°1, January 2012
We deal with zero-sum two-player stochastic games with perfect information. We propose two algorithms to find the uniform optimal strategies and one method to compute the optimality range of discount factors. We prove the convergence in finite time for one algorithm. The uniform optimal strategies are also optimal for the long run average criterion and, in transient games, for the undiscounted criterion as well.
Type:
Journal
Date:
2011-10-11
Department:
Systèmes de Communication
Eurecom Ref:
3535
Copyright:
© Elsevier. Personal use of this material is permitted. The definitive version of this paper was published in "Operations Research Letters", Elsevier, Volume 40, N°1, January 2012 and is available at : http://dx.doi.org/10.1016/j.orl.2011.10.005
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