F. Thuijsman et Oj. Vrieze, TOTAL REWARD STOCHASTIC GAMES AND SENSITIVE AVERAGE REWARD STRATEGIES, Journal of optimization theory and applications, 98(1), 1998, pp. 175-196
Citations number
8
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
In this paper, total reward stochastic games are surveyed. Total rewar
d games are motivated as a refinement of average reward games. The tot
al reward is defined as the limiting average of the partial sums of th
e stream of payoffs. It is shown that total reward games with finite s
tate space are strategically equivalent to a class of average reward g
ames with an infinite countable state space. The role of stationary st
rategies in total reward games is investigated in detail. Further, it
is outlined that, for total reward games with average reward value 0 a
nd where additionally both players possess average reward optimal stat
ionary strategies, it holds that the total reward value exists.