A Note on Zero-Sum Two-Person Undiscounted One Player Control Semi-Markov Games

Abstract

Zero-sum two-person finite undiscounted (limiting ratio average) semi-Markov games are considered where both the transition probabilities and the transition times are controlled by a fixed player in all states. We prove that, if such a game is unichain, the value and optimal stationary strategies of the players can be obtained from an optimal solution of the linear programming algorithm for the associated one player control stochastic game using a data transformation method. An example is provided for such class of games.