The Markov "big match"

Authors
Ibragimov, AA
Citation
Aa. Ibragimov, The Markov "big match", AUT REMOT R, 61(11), 2000, pp. 1853-1861
Citations number
14
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATION AND REMOTE CONTROL
ISSN journal
00051179 → ACNP
Volume
61
Issue
11
Year of publication
2000
Part
2
Pages
1853 - 1861
Database
ISI
SICI code
0005-1179(200011)61:11<1853:TM"M>2.0.ZU;2-H
Abstract
The "big match'" due to Blackwell and known as the Markov (stochastic) game having no value by the mean gain criterion of the first player in unit tim e is investigated. It is shown that this game has a value 1/2 and both play ers have epsilon -optimal stationary strategics.