Stochastic Game - Referring Book

Referring Book

The most complete reference is the book of articles edited by Neyman and Sorin. The more elementary book of Filar and Vrieze provides a unified rigorous treatment of the theories of Markov Decision Processes and two-person stochastic games. They coin the term Competitive MDPs to encompass both one- and two-player stochastic games.

Read more about this topic:  Stochastic Game

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