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

How to cite

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Aggarwal, 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

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  1. 1. C. DERMAN, On Sequential Decision and Markov Chains, Management Science, Vol. 9, 1962, pp. 16-24. Zbl0995.90621MR169685
  2. 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. 3. A. J. HOFFMAN and R. M. KARP, On Non-Terminating Stochastic Games, Management Science, Vol. 12, 1966, pp. 359-370. Zbl0136.14303MR189842
  4. 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. 5. L. SHAPLEY, Stochastic Games Proceedings of the National Academy of Science , Vol 39, 1953, pp. 1095-1100. Zbl0051.35805MR61807

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