Title :
Algorithms for solution of a class of stochastic games
Author :
Gruver, William A. ; Dasgupta, P.
Author_Institution :
North Carolina State University, Raleigh, NC
Abstract :
This paper treats the computational solution of terminating stochastic games using concepts from deterministic matrix games and Markovian decision processes. The algorithms due to Shapley and Pollatschek/ Avi-Itzhak are discussed and a suboptimal approach suitable for large problems is presented. Numerical results are given from an example comparing the three approaches.
Keywords :
Markov processes; Positron emission tomography; Stochastic processes;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271555