Semi-markov strategies in stochastic games |
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Authors: | A Hordijk O J Vrieze G L Wanrooij |
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Institution: | 1. Department of Mathematics, University of Leiden, Postbus 9612, 2300, RA Leiden, The Netherlands 2. Catholic University Nijmegen, The Netherlands 3. North-Holland Publishing Company, Amsterdam, The Netherlands
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Abstract: | For a stochastic game with countable state and action spaces we prove, that solutions in the game where all players are restricted to semi-markov strategies are solutions for the unrestricted game. In addition we show, that if all players, except for one, fix a stationary strategy, then the best the remaining player can do, is solving a markov decision problem, corresponding to the fixed stationary strategies. |
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