Solving Infinite-Horizon Discounted Markov Games Using a Superharmonic Least-Element Algorithm
提出一种基于值函数是超调和集的最小元这一事实的算法，用于求解无限期折现马尔可夫博弈，并给出策略对使得值函数在指定误差内逼近不动点方程的解。
In this paper we present an algorithm for solving infinite-horizon discounted Markov games based upon the fact that the value function is a least element of a superharmonic set. The algorithm produces a pair of policies whose value function is within a specified error of the solution to the fixed point equation. Part of the algorithm involves solving a set of fractional programs which are replaced by equivalent linear programs.