Multigrid methods for two-player zero-sum stochastic games

Details Multigrid methods for two-player zero-sum stochastic games Multigrid methods for two-player zero-sum stochastic games

2011-07-08

arxiv.org/abs/1107.1653v2

Mathematics

Optimization and Control

31 pages

Scientific paper

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space zero-sum two player game or to the discretization of an Isaacs equation. We present numerical tests on discretizations of Isaacs equations or variational inequalities. We also present a full multi-level policy iteration, similar to FMG, which allows to improve substantially the computation time for solving some variational inequalities.

Affiliated with

Also associated with

No associations

Rating

Multigrid methods for two-player zero-sum stochastic games does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multigrid methods for two-player zero-sum stochastic games, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multigrid methods for two-player zero-sum stochastic games will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-222463