On Lemke processibility of LCP formulations for solving discounted switching control stochastic games

DOI10.1007/s10479-020-03750-1zbMath1467.90079OpenAlexW3083595725MaRDI QIDQ828828

N. E. Zubov

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-020-03750-1

zbMATH Keywords

linear complementarity problem (LCP)\(E_0\) property (or the class \(E_0\))\(R_0\) property (or the class \(R_0\))discounted switching control stochastic gamesprocessibility by Lemke's algorithmsecondary ray termination

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

Cites Work

• Unnamed Item
• Unnamed Item
• An orderfield property for stochastic games when one player controls transition probabilities
• 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
• Linear complementarity and discounted switching controller stochastic games
• The generalized linear complementarity problem revisited
• A finite step algorithm via a bimatrix game to a single controller non- zero sum stochastic game
• Complementary pivot theory of mathematical programming
• PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY
• Myopic Solutions of Markov Decision Processes and Stochastic Games
• Some classes of matrices in linear complementarity theory
• Bimatrix Equilibrium Points and Mathematical Programming
• Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games
• Stochastic Games

This page was built for publication: On Lemke processibility of LCP formulations for solving discounted switching control stochastic games