A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes

DOI10.1016/j.orl.2013.11.007zbMath1408.91026OpenAlexW1976898975MaRDI QIDQ1667171

Vikas Vikram Singh, Nandyala Hemachandra

Publication date: 27 August 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.11.007

zbMATH Keywords

Nash equilibriumoccupation measurelinear programmathematical programconstrained Markov decision processes

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60) Decision theory for games (91A35)

Related Items (3)

Constrained average stochastic games with continuous-time independent state processes ⋮ Stationary Markov Nash Equilibria for Nonzero-Sum Constrained ARAT Markov Games ⋮ Constrained stochastic differential games with additive structure: average and discount payoffs

Cites Work

• Zero-sum constrained stochastic games with independent state processes
• Constrained cost-coupled stochastic games with independent state processes
• Quadratic programming and the single-controller stochastic game
• An orderfield property for stochastic games when one player controls transition probabilities
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Algorithms for stochastic games ? A survey
• Nonlinear Programming
• Stochastic Games
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