Generalized principal pivot transforms, complementarity theory and their applications in stochastic games

DOI10.1007/s11590-010-0261-3zbMath1258.90087OpenAlexW2016739292MaRDI QIDQ691469

S. K. Neogy, A. K. Das, Abhijit Kar Gupta

Publication date: 30 November 2012

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-010-0261-3

zbMATH Keywords

solution setprincipal pivot transformgeneralized principal pivot transformvertical linear complementarity problemsolution ray

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15) Extreme-point and pivoting methods (90C49)

Related Items (5)

Discounted Semi-Markov Games and Algorithms for Solving Two Structured Classes ⋮ On semimonotone star matrices and linear complementarity problem ⋮ More on matrix splitting modulus-based iterative methods for solving linear complementarity problem ⋮ Completely mixed strategies for generalized bimatrix and switching controller stochastic game ⋮ Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations

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