Algorithms for Stochastic Games with Geometrical Interpretation

M. A. Pollatschek and B. Avi-Itzhak
Additional contact information
M. A. Pollatschek: Technion-Israel Institute of Technology
B. Avi-Itzhak: Technion-Israel Institute of Technology

Management Science, 1969, vol. 15, issue 7, 399-415

Abstract: The paper presents a new approach, based on analysis and geometrical interpretation, to the solution of Markov stochastic games. The proposed algorithm, using iterations in policy space, turns out to be a Newton-Raphson type procedure. Several numerical examples are given, covering the terminating and non-terminating cases respectively and illustrating the advantages of the proposed algorithm compared with other known algorithms. Special attention is given to Howard's sequential decision problem with discrete and continuous policy spaces.

Date: 1969
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.15.7.399 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:15:y:1969:i:7:p:399-415

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().