Groupe d’études et de recherche en analyse des décisions


Algorithms for Stochastic Games

In this paper, we present algorithms for the solution of finite discounted stochastic games, without special structure. Three equilibrium concepts are considered: saddle points in two-person zero-sum games, Nash equilibrium points in N-person non cooperative games and finally Stackelberg equiligrium in two-person games.

, 19 pages