Saddle-point calculation for constrained finite Markov chains

DOI10.1016/S0165-1889(02)00085-4zbMath1178.91022OpenAlexW1971789395MaRDI QIDQ951395

E. Gómez-Ramírez, Kaddour Najim, Alexander S. Poznyak

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00085-4

zbMATH Keywords

numerical examplelinear programmingcontrolled Markov chainzero-sum constrained stochastic game

Mathematics Subject Classification ID

Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic games, stochastic differential games (91A15)

Related Items (3)

Dr. Alexander Semionovich Poznyak Gorbatch: Biography ⋮ Constrained cost-coupled stochastic games with independent state processes ⋮ Zero-sum constrained stochastic games with independent state processes

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