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On stochastic games

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Abstract

In this paper, we consider the stochastic games of Shapley, when the state and action spaces are all infinite. We prove that, under certain conditions, the stochastic game has a value and that both players have optimal strategies.

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References

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Author information

Authors and Affiliations

  1. Indian Statistical Institute, Calcutta, India

    A. Maitra (Professor)

  2. Department of Mathematics, Case Western Reserve University, Cleveland, Ohio

    T. Parthasarathy (Assistant Professor)

Authors
  1. A. Maitra
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  2. T. Parthasarathy
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Additional information

Communicated by D. R. Fulkerson

Part of this research was supported by NSF grant. The authors are indebted to L. S. Shapley for the useful discussions on this and related topics. The authors thank the referee for pointing out an ambiguity in the formulation of Lemma 2.4 in an earlier draft of this article.

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Maitra, A., Parthasarathy, T. On stochastic games. J Optim Theory Appl 5, 289–300 (1970). https://doi.org/10.1007/BF00927915

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  • DOI: https://doi.org/10.1007/BF00927915

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