New algorithms for solving zero-sum stochastic games
Oliu Barton, Miquel (2020), New algorithms for solving zero-sum stochastic games, Mathematics of Operations Research. 10.1287/moor.2020.1055
TypeArticle accepté pour publication ou publié
External document linkhttps://pubsonline.informs.org/doi/10.1287/moor.2020.1055
Journal nameMathematics of Operations Research
INFORMS - Institute for Operations Research and the Management Sciences
MetadataShow full item record
Author(s)Oliu Barton, Miquel
Abstract (EN)Zero-sum stochastic games, henceforth stochastic games, are a classical model in game theory in which two opponents interact and the environment changes in response to the players’ behavior. The central solution concepts for these games are the discounted values and the value, which represent what playing the game is worth to the players for different levels of impatience. In the present manuscript, we provide algorithms for computing exact expressions for the discounted values and for the value, which are polynomial in the number of pure stationary strategies of the players. This result considerably improves all the existing algorithms, including the most efficient one, due to Hansen, Koucký, Lauritzen, Miltersen and Tsigaridas (STOC 2011).
Subjects / Keywordszero-sum stochastic games; game theory
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