We deal with zero-sum two-player stochastic games with perfect information. We propose two algorithms to find the uniform optimal strategies and one method to compute the optimality range of discount factors. We prove the convergence in finite time for one algorithm. The uniform optimal strategies are also optimal for the long run average criterion and, in transient games, for the undiscounted criterion as well.
Algorithms for uniform optimal strategies in two-player zero-sum stochastic games with perfect information
"Operations Research Letters", Elsevier, Volume 40, N°1, January 2012
© Elsevier. Personal use of this material is permitted. The definitive version of this paper was published in "Operations Research Letters", Elsevier, Volume 40, N°1, January 2012 and is available at : http://dx.doi.org/10.1016/j.orl.2011.10.005
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