Research Reports from the Department of Operations
Document Type
Report
Publication Date
1-1-1971
Abstract
There are two convergent algorithms for the solution of two person zero sum nonterminating stochastic games. The first one is developed by Hoffman and Karp and the second one is recently developed by Nair, Rao and Chandrasekaran. This paper presents computer programs for the two algorithms and computational experiments for comparing the efficiency of the algorithms. The results show that the second algorithm requires fewer iterations and moreover, the computation time for each iteration in this is significantly lower. Further, the results show that the ratio of the computation of time of the first algorithms to that of the second algorithm is nearly 2.6 and this increases as greater accuracy is demanded.
Keywords
Stochastic processes, Two-person zero-sum games, Algorithms, Game theory--Mathematical models, Mathematical optimization, Operations research
Publication Title
Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 214
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Jain, Arvind, "Algorithms for Stochastic Games: A Comparison of Efficiency" (1971). Research Reports from the Department of Operations. 12.
https://commons.case.edu/wsom-ops-reports/12