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Aggarwal, V.; Chandrasekaran, R.; Nair, K. P. K.

Discounted stochastic ratio games. (English) Zbl 0501.90095

SIAM J. Algebraic Discrete Methods 1, 201-210 (1980).
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MSC:

91A15 Stochastic games, stochastic differential games
91A60 Probabilistic games; gambling
90C40 Markov and semi-Markov decision processes

Keywords:

finite state Markov ratio decision process; discounted stochastic ratio games; stationary optimal strategies; unique value; convergent algorithm

Citations:

Zbl 0326.90094; Zbl 0338.90051
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\textit{V. Aggarwal} et al., SIAM J. Algebraic Discrete Methods 1, 201--210 (1980; Zbl 0501.90095)
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References:

[1] Aggarwal, V.; Chandrasekaran, R.; Nair, K. P. K., Markov ratio decision processes, J. Optimization Theory Appl., 21, 27, (1977) · Zbl 0326.90064
[2] Aumann, RobertJ., Mixed and behavior strategies in infinite extensive games, Advances in Game Theory, 627, (1964), Princeton Univ. Press, Princeton, N.J. · Zbl 0173.47803
[3] Denardo, E. V., Contraction mappings in the theory underlying dynamic programming, SIAM Rev., 9, 165, (1967) · Zbl 0154.45101
[4] Hoffman, A. J.; Karp, R. M., On nonterminating stochastic games, Management Sci., 12, 359, (1966) · Zbl 0136.14303
[5] Jewell, WilliamS., Markov-renewal programming. I. formulation, finite return models, Operations Res., 11, 938, (1963) · Zbl 0126.15905
[6] Schroeder, RogerG., Linear programming solutions to ratio games, Operations Res., 18, 300, (1970) · Zbl 0195.21201
[7] Shapley, L., Stochastic games, Proc. Nat. Acad. Sci. U. S. A., 39, 1095, (1953) · Zbl 0051.35805
[8] von Neumann, J., A model of general economic equilibrium, Review of Economic Studies, 13, 1, (1945)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.