Results 241 to 250 of about 163,972 (287)
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Journal of Optimization Theory and Applications, 1971
In this paper, we consider positive stochastic games, when the state and action spaces are all infinite. We prove that, under certain conditions, the positive stochastic game has a value and that the maximizing player has an e-optimal stationary strategy and the minimizing player has an optimal stationary strategy.
Maitra, A., Parthasarathy, T.
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In this paper, we consider positive stochastic games, when the state and action spaces are all infinite. We prove that, under certain conditions, the positive stochastic game has a value and that the maximizing player has an e-optimal stationary strategy and the minimizing player has an optimal stationary strategy.
Maitra, A., Parthasarathy, T.
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STOCHASTIC DESCRIPTOR PURSUITE GAME
Kibernetyka ta Systemnyi AnalizA differential pursuit game in a stochastic descriptor linear system is analyzed. The system dynamics is described by Ito’s stochastic differential algebraic equation. Solutions of the equation are presented by the formula of variation of constants in terms of the initial data and control unit. Constraints on the support functionals of two sets defined
Vlasenko, L. A. +3 more
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Continuous-time stochastic games [PDF]
Games and Economic Behavior, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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IEEE Transactions on Systems, Man, and Cybernetics, 1974
The collective behavior of variable-structure stochastic automata in competitive game situations is investigated. It is demonstrated that when the automata use optimal or ?-optimal reinforcement schemes, the Von Neumann value is achieved for games against nature as well as for two-player zero-sum games having a saddle point. Computer simulations of the
Viswanathan, R., Narendra, Kumpati S.
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The collective behavior of variable-structure stochastic automata in competitive game situations is investigated. It is demonstrated that when the automata use optimal or ?-optimal reinforcement schemes, the Von Neumann value is achieved for games against nature as well as for two-player zero-sum games having a saddle point. Computer simulations of the
Viswanathan, R., Narendra, Kumpati S.
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On Terminating Stochastic Games
Management Science, 1970This paper describes a stochastic game in which the play terminates in a finite number of steps with probability 1. The game is called a terminating stochastic game. When the play terminates at any step, the play is regarded to reach to an absorbing state in the Markov chain under consideration.
H. Mine, K. Yamada, S. Osaki
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On Nonterminating Stochastic Games
Management Science, 1966A stochastic game is played in a sequence of steps; at each step the play is said to be in some state i, chosen from a finite collection of states. If the play is in state i, the first player chooses move k and the second player chooses move l, then the first player receives a reward akli, and, with probability pklij, the next state is j. The concept
A. J. Hoffman, R. M. Karp
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Discounted Stochastic Ratio Games
SIAM Journal on Algebraic Discrete Methods, 1980In a recent work, the authors considered a finite state Markov ratio decision process in which the objective was to maximize the ratio of total discounted rewards. In this paper, discounted Markov ratio decision processes are generalized to discounted stochastic ratio games.
Aggarwal, V. +2 more
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Discontinuous stochastic games
Economic Theory, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Cooperation in Stochastic OLG games
Journal of Economic Theory, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MESSNER, MATTHIAS, M. Polborn
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2020
First defined in a seminal paper by Shapley [84], a finite zero-sum stochastic game can be described as follows. Consider a two-player zero-sum game with a finite state space S, and finite action space \(A_1\) and \(A_2\) for player-1 and player-2, respectively.
T. Parthasarathy, Sujatha Babu
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First defined in a seminal paper by Shapley [84], a finite zero-sum stochastic game can be described as follows. Consider a two-player zero-sum game with a finite state space S, and finite action space \(A_1\) and \(A_2\) for player-1 and player-2, respectively.
T. Parthasarathy, Sujatha Babu
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