Groupe d’études et de recherche en analyse des décisions

G-88-31

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