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Regular version of the site

Book chapter

Markov Decision Processes and Stochastic Games with Total Effective Payoff

P. 103-115.
Gurvich V., Boros E., Elbassioni K. M., Makino K.

We consider finite Markov decision processes (MDPs) with undiscounted total effective payoff. We show that there exist uniformly optimal pure stationary strategies that can be computed by solving a polynomial number of linear programs. We apply this result to two-player zero-sum stochastic games with perfect information and undiscounted total effective payoff, and derive the existence of a saddle point in uniformly optimal pure stationary strategies.