Abstract
In this paper, we present three algorithms for the solution of a large-scale zero-sum two-player stochastic game in discrete time, with a finite state set and continuous action spaces, where one of the players controls the transition probabilities. This particular game has an application in multi-stage stochastic decision problems.
Résumé
Dans cet article, nous proposons trois algorithmes pour la solution d’un jeu stochastique à somme nulle en temps discret, comportant un ensemble fini d’états et un espace d’actions continu. II s’agit d’un jeu dit à contrôleur unique, où l’un des joueurs décide des probabilités de transition entre états. On présente une application du jeu à des problèmes en environnement dynamique stochastique avec information incomplète sur les données.
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© 1994 Springer Science+Business Media New York
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Breton, M., Hachem, S.E. (1994). Algorithms for the Solution of a Large-Scale Single-Controller Stochastic Game. In: Başar, T., Haurie, A. (eds) Advances in Dynamic Games and Applications. Annals of the International Society of Dynamic Games, vol 1. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0245-5_11
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DOI: https://doi.org/10.1007/978-1-4612-0245-5_11
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6679-2
Online ISBN: 978-1-4612-0245-5
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