Quadratic programming and the single-controller stochastic game

DOI10.1016/0022-247X(86)90338-0zbMath0633.90103OpenAlexW2087533229MaRDI QIDQ1096555

Jerzy A. Filar

Publication date: 1986

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(86)90338-0

zbMATH Keywords

approximately constructed quadratic programstationary Nash-equilibriumtwo-person, general-sum, single-controller stochastic game

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (4)

Algorithms for stochastic games ? A survey ⋮ Two-person zero-sum stochastic games ⋮ A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes ⋮ A Characterization of Stationary Nash Equilibria of Single Controller Constrained Stochastic Games

Uses Software

• NPSOL

Cites Work

• An orderfield property for stochastic games when one player controls transition probabilities
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Two-person nonzero-sum games and quadratic programming
• Finite state Markovian decision processes
• A Matrix Game Solution of the Single-Controller Stochastic Game
• On stationary equilibria of a single-controller stochastic game
• Linear Programming and Markov Decision Chains
• Noncooperative Stochastic Games
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