Some approximations for stochastic games with unbounded reward and average payoff

We consider approximation problems arising in stochastic games with unbounded cost and expected average cost criterion. We focus on finite state approximation of stochastic games with a countable state space. In addition to the convergence of the value, we obtain (i) the convergence of the policies,...

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Bibliographic Details

Published in:	Proceedings of the 36th IEEE Conference on Decision and Control Vol. 3; pp. 2807 - 2808 vol.3
Main Authors:	Tidball, M.M., Pourtallier, O., Altman, E.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 1997
Subjects:	Convergence Costs Equations State-space methods Stochastic processes Stochastic systems Topology
Online Access:	Get full text
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