# Non-terminating stochastic ratio game

V. Aggarwal; K. P. K. Nair; R. Chandrasekaran

RAIRO - Operations Research - Recherche Opérationnelle (1980)

- Volume: 14, Issue: 1, page 21-30
- ISSN: 0399-0559

## Access Full Article

top## How to cite

topAggarwal, V., Nair, K. P. K., and Chandrasekaran, R.. "Non-terminating stochastic ratio game." RAIRO - Operations Research - Recherche Opérationnelle 14.1 (1980): 21-30. <http://eudml.org/doc/104745>.

@article{Aggarwal1980,

author = {Aggarwal, V., Nair, K. P. K., Chandrasekaran, R.},

journal = {RAIRO - Operations Research - Recherche Opérationnelle},

keywords = {stochastic ratio game; finite state Markov ratio decision process; stationary optimal strategies; unique value; convergent algorithm; maximization of ratio of rewards; computation of solution},

language = {eng},

number = {1},

pages = {21-30},

publisher = {EDP-Sciences},

title = {Non-terminating stochastic ratio game},

url = {http://eudml.org/doc/104745},

volume = {14},

year = {1980},

}

TY - JOUR

AU - Aggarwal, V.

AU - Nair, K. P. K.

AU - Chandrasekaran, R.

TI - Non-terminating stochastic ratio game

JO - RAIRO - Operations Research - Recherche Opérationnelle

PY - 1980

PB - EDP-Sciences

VL - 14

IS - 1

SP - 21

EP - 30

LA - eng

KW - stochastic ratio game; finite state Markov ratio decision process; stationary optimal strategies; unique value; convergent algorithm; maximization of ratio of rewards; computation of solution

UR - http://eudml.org/doc/104745

ER -

## References

top- 1. C. DERMAN, On Sequential Decision and Markov Chains, Management Science, Vol. 9, 1962, pp. 16-24. Zbl0995.90621MR169685
- 2. B. FOX, Markov Renewal Programming by Linear Fractional Programming, S.I.A.M. J. Appl. Math., Vol. 14, 1966, pp. 1418-1432. Zbl0154.45003MR213158
- 3. A. J. HOFFMAN and R. M. KARP, On Non-Terminating Stochastic Games, Management Science, Vol. 12, 1966, pp. 359-370. Zbl0136.14303MR189842
- 4. P. SCHWEITZER, Iterative Solution of the Functional Equations of Undiscounted Markov Renewal Programming, J. Math. Anal. and Appl., Vol. 34, 1971, pp. 495-501. Zbl0218.90070MR277244
- 5. L. SHAPLEY, Stochastic Games Proceedings of the National Academy of Science , Vol 39, 1953, pp. 1095-1100. Zbl0051.35805MR61807

## Citations in EuDML Documents

top## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.