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Computing uniformly optimal strategies in two-player stochastic games

Nicolas Vieille 1 Eilon Solan 2
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 School of Mathematical Sciences [Tel Aviv]
Abstract : We provide a computable algorithm to calculate uniform ε-optimal strategies in two-player zero-sum stochastic games. Our approach can be used to construct algorithms that calculate uniform ε-equilibria and uniform correlated ε-equilibria in various classes of multi-player non-zero-sum stochastic games.
Keywords : Optimal strategies Stochastic games Computation
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https://hal-hec.archives-ouvertes.fr/hal-00528413
Contributor : Antoine Haldemann <>
Submitted on : Thursday, October 21, 2010 - 4:35:23 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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Nicolas Vieille, Eilon Solan. Computing uniformly optimal strategies in two-player stochastic games. Economic Theory, Springer Verlag, 2009, Vol.42,nº1, pp.237-253. ⟨10.1007/s00199-009-0437-1⟩. ⟨hal-00528413⟩

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