Bilinear programming and structured stochastic games

DOI10.1007/BF00938818zbMath0593.90091MaRDI QIDQ1076625

Todd A. Schultz, Jerzy A. Filar

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stationary strategiesbilinear programsswitching controllersdiscounted stochastic gamesadditive rewards and transitionsstructured stochastic gamesundiscounted stochastic games

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (12)

A relaxation method for nonconvex quadratically constrained quadratic programs ⋮ An Approach for Determining Stationary Equilibria in a Single-Controller Average Stochastic Game ⋮ Algorithms for stochastic games ? A survey ⋮ Discounted Semi-Markov Games and Algorithms for Solving Two Structured Classes ⋮ Completely mixed strategies for generalized bimatrix and switching controller stochastic game ⋮ A new bound-and-reduce approach of nonconvex quadratic programming problems ⋮ A novel optimization method for nonconvex quadratically constrained quadratic programs ⋮ Nonlinear programming and stationary equilibria in stochastic games ⋮ Lagrangian decomposition of block-separable mixed-integer all-quadratic programs ⋮ Unnamed Item ⋮ A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems ⋮ Linear complementarity and discounted switching controller stochastic games

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