Linear complementarity and discounted switching controller stochastic games
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Publication:1321163
DOI10.1007/BF00940080zbMath0794.90084MaRDI QIDQ1321163
Publication date: 27 April 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)
Related Items (7)
On Lemke processibility of LCP formulations for solving discounted switching control stochastic games ⋮ Solving subclasses of multi-player stochastic games via linear complementarity problem formulations -- a survey and some new results ⋮ Completely mixed strategies for generalized bimatrix and switching controller stochastic game ⋮ Orderfield property of mixtures of stochastic games ⋮ Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations ⋮ Generalized principal pivot transforms, complementarity theory and their applications in stochastic games ⋮ PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY
Cites Work
- An algorithm for discounted switching control stochastic games
- On stochastic games with additive reward and transition structure
- Bilinear programming and structured stochastic games
- Ordered field property for stochastic games when the player who controls transitions changes from state to state
- Nonlinear programming and stationary equilibria in stochastic games
- A finite algorithm for the switching control stochastic game
- Complementary pivot theory of mathematical programming
- Linear complementarity problems solvable by A single linear program
- Bimatrix Equilibrium Points and Mathematical Programming
- Stochastic Games
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