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Policy iteration algorithm for zero-sum stochastic games with mean payoff

Abstract : We give a policy iteration algorithm to solve zero-sum stochastic games with finite state and action spaces and perfect information, when the value is defined in terms of the mean payoff per turn. This algorithm does not require any irreducibility assumption on the Markov chains determined by the strategies of the players. It is based on a discrete nonlinear analogue of the notion of reduction of a super-harmonic function.
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https://hal.inria.fr/inria-00144146
Contributor : Stephane Gaubert <>
Submitted on : Tuesday, May 1, 2007 - 5:25:52 PM
Last modification on : Friday, May 25, 2018 - 12:02:03 PM
Long-term archiving on: : Wednesday, April 7, 2010 - 3:30:50 AM

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Jean Cochet-Terrasson, Stéphane Gaubert. Policy iteration algorithm for zero-sum stochastic games with mean payoff. Comptes Rendus Mathématique, Elsevier Masson, 2006, 343 (5), pp.377-382. ⟨10.1016/j.crma.2006.07.011⟩. ⟨inria-00144146⟩

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