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半马尔可夫对策
引用本文:张道智.半马尔可夫对策[J].应用数学,1990(3):80-87.
作者姓名:张道智
作者单位:机电部系统工程研究所
摘    要:本文考虑半马尔可夫随机对策.在一定条件下,我们证明随机对策有值函数,两个局中人相对于折扣报酬都有最优策略.

关 键 词:半马氏对策  随机对策  折扣  报酬

SEMI-MARKOV STOCHASTIC GAME
Zhang Daozhi.SEMI-MARKOV STOCHASTIC GAME[J].Mathematica Applicata,1990(3):80-87.
Authors:Zhang Daozhi
Institution:Institute of Systems Engineering Ministry of Machinery and Electronics Industry
Abstract:In this paper,the auttors consider semi-markov stochastic game.It is pr- oved that under certain condition the stochastic game has a value and both players have optimal strategies for discounted rewards.
Keywords:Discounted stochastic games  Optimal stationary strategies  Reward
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