Optimality in different strategy classes in zero-sum stochastic games

J. Flesch, F. Thuijsman and O. J. Vrieze

Mathematical Methods of Operations Research, 2002, vol. 56, issue 2, 315-322

Abstract: We present a complete picture of the relationship between the existence of 0-optimal strategies and ε-optimal strategies, ε>0, in the classes of stationary, Markov and history dependent strategies. Copyright Springer-Verlag Berlin Heidelberg 2002

Keywords: Key words: zero-sum stochastic games; optimality; stationary strategies; Markov strategies; average rewards (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:56:y:2002:i:2:p:315-322

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DOI: 10.1007/s001860200220

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