Introduction to Stochastic Games
Chennai Mathematical Institute
We shall discuss zero- and non-zero-sum stochastic games with discounted as well as undiscounted (average) payoffs. We shall look at different classes of stochastic games, namely, SER-SIT (Separable Reward, State Independent Transition) games, single controller stochastic games, perfect information stochastic games, switching control stochastic games and ARAT (Additive Reward Additive Transition) games. These are classes that have the "orderfield property", that is, given inputs from an ordered field (say, rationals), such games have at least one solution in the same ordered field. We shall also briefly look at some algorithms for solving some of these games.