Add to ORKGIn this paper the usual concept of optimality in a two person zero sum Markov game is studied. A necessary but not sufficient condition for strategies to be optimal is derived, and also a sufficient but not necessary condition. The gap between these two conditions is not very wide, and can be closed quite elegantly in modifying the definition of optimality. One of these modified concepts for optimality, the so called persistent optimality, seems to be more akin to the concept of optimality in Markov decision processes. Subgame perfectness, another optimality concept, is also characterized
The main result in this paper is the characterization of certain strong kinds of equilibrium points ...
Dubins and Savage (How to gamble if you must: inequalities for stochastic processes, McGraw-Hill, Ne...
In this paper we discuss the main existence results on optimality and equilibria in two-person stoch...
In the paper it is demonstrated, how a dynamic programming approach may be useful for the analysis o...
We examine the use of stationary and Markov strategies in zero-sum stochastic games with finite stat...
In this paper it will be investigated how the concept of value-conserving strategies can be generali...
In the zero-sum (non-zero sum) completely mixed game each player has only one optimal (equilibrium) ...
Abstract. We deal with zero-sum limiting average stochastic games. We show that the existence of arb...
International audienceWe apply the average cost optimality equation to zero-sum Markov games by cons...
In this no te we consider the finite-stage Markov game with finitely many states and actions as desc...
This paper is concerned with 2-person zero-sum games in normal form. It is investigated which pairs ...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
The main result in this paper is the characterization of certain strong kinds of equilibrium points ...
Dubins and Savage (How to gamble if you must: inequalities for stochastic processes, McGraw-Hill, Ne...
In this paper we discuss the main existence results on optimality and equilibria in two-person stoch...
In the paper it is demonstrated, how a dynamic programming approach may be useful for the analysis o...
We examine the use of stationary and Markov strategies in zero-sum stochastic games with finite stat...
In this paper it will be investigated how the concept of value-conserving strategies can be generali...
In the zero-sum (non-zero sum) completely mixed game each player has only one optimal (equilibrium) ...
Abstract. We deal with zero-sum limiting average stochastic games. We show that the existence of arb...
International audienceWe apply the average cost optimality equation to zero-sum Markov games by cons...
In this no te we consider the finite-stage Markov game with finitely many states and actions as desc...
This paper is concerned with 2-person zero-sum games in normal form. It is investigated which pairs ...
This paper gives a systematic treatment of results about the existence of various types of nearly-op...
The main result in this paper is the characterization of certain strong kinds of equilibrium points ...
Dubins and Savage (How to gamble if you must: inequalities for stochastic processes, McGraw-Hill, Ne...
In this paper we discuss the main existence results on optimality and equilibria in two-person stoch...