Necessary and sufficient conditions for optimality in constrained general sum stochastic games

DOI10.1016/j.sysconle.2015.08.003zbMath1322.93107OpenAlexW1878531498MaRDI QIDQ888801

Shalabh Bhatnagar, Vinayaka G. Yaji

Publication date: 2 November 2015

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.08.003

zbMATH Keywords

linear programsstationary Nash equilibriumconstrained Markov gamesdiscounted and average cost/reward settings

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Constrained average stochastic games with continuous-time independent state processes

Cites Work

• General-sum stochastic games: verifiability conditions for Nash equilibria
• Stochastic Games
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