Groupe d’études et de recherche en analyse des décisions

G-92-34

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

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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

Ce cahier a été révisé en février 1993