Group for Research in Decision Analysis


Algorithms for the Solution of a Large Scale Single-Controller Stochastic Game


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.

, 23 pages

This cahier was revised in February 1993