A note on two-person zero-sum communicating stochastic games

Authors:
Zeynep MüGe AvşAr;Melike Baykal-GüRsoy
Affiliations:
Department of Industrial Engineering, Middle East Technical University, Ankara, Turkey;Department of Industrial and Systems Engineering, Rutgers, The State University of New Jersey, NJ, USA
Venue:
Operations Research Letters
Year:
2006

Citing 4
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Abstract

For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property, i.e., working with irreducible games over restricted strategy spaces. The proposed procedure gives the value of the communicating game with an arbitrarily small error when the value is independent of the initial state.