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Policy iteration algorithm for zero-sum multichain stochastic games with mean payoff and perfect information
[article]

2012
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arXiv
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pre-print

We consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such a game can be characterized by a system of nonlinear equations, involving the mean payoff vector and an auxiliary vector (relative value or bias). We develop here a policy iteration algorithm for zero-sum stochastic games with mean payoff, following an idea

arXiv:1208.0446v1
fatcat:jetodylrcbgfhcrhaym664qbly