On Stochastic Games with Stationary Optimal Strategies.
Abstract
A systematic study is made of two person, zero sum, stochastic games with stationary optimal strategies. Various criteria for optimality are defined and it is shown that if both players have stationary strategies which are optimal with respect to one of these criteria, these strategies are optimal with respect to all the criteria. A sufficient condition is given for the existence of stationary optimal strategies. It is shown that the sufficiency of this condition implies all the theorems in the literature on Markov decision processes and stochastic games which assert the existence of opitmal stationary strategies. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1976
- Accession Number
- ADA029056
Entities
People
- Elon Kohlberg
- Truman Bewley
Organizations
- Harvard University