Computing uniformly optimal strategies in two-player stochastic games

Nicolas Vieille () and Eilon Solan ()

Post-Print from HAL

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 (search for similar items in EconPapers)
Date: 2009-01
References: Add references at CitEc
Citations:

Published in Economic Theory, 2009, Vol.42,nº1, pp.237-253. ⟨10.1007/s00199-009-0437-1⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Computing uniformly optimal strategies in two-player stochastic games (2010)
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:hal:journl:hal-00528413

DOI: 10.1007/s00199-009-0437-1

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().