A Dijkstra-type algorithm for dynamic games

Martino Bardi (1) , Juan Pablo Maldonado Lopez (2)

1 Dipartimento di Matematica Pura e Applicata [Padova]
2 C&O - Equipe combinatoire et optimisation

We study zero-sum dynamic games with deterministic transitions where player 1 knows player 2's move, as well as games where players make simultaneous moves and the transitions are stochastic and depending on their actions and the state. Player 1 aims at reaching a terminal set and minimising a running and final cost. We propose and analyse an algorithm that computes the value function of these games extending Dijkstra's algorithm for shortest paths on graphs.

Mots clés: Dijkstra algorithm; Zero-sum dynamic games; Dijkstra algorithm.

Domaines: Optimisation et contrôle [math.OC]

Martino Bardi, Juan Pablo Maldonado Lopez. A Dijkstra-type algorithm for dynamic games. 2013. ⟨hal-00881218v1⟩