• DocumentCode
    3027099
  • Title

    Successive approximation algorithms for stochastic games-Numerical comparisons

  • Author

    Dasgupta, P. ; Gruver, William A.

  • Author_Institution
    North Carolina State University, Raleigh, NC
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    1124
  • Lastpage
    1125
  • Abstract
    In this paper we treat algorithmic methods for solution of stochastic games. A value iteration method incorporating bounds in a test for suboptimality is compared with policy iteration for three types of transition probability matrices. Numerical experiments demonstrate the superiority of the value iteration technique for problems with special structure.
  • Keywords
    Approximation algorithms; Stochastic processes; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.268108
  • Filename
    4046295
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3027099