Quadratic programming and the single-controller stochastic game
type: Item
instance of: scholarly article
title: Quadratic programming and the single-controller stochastic game
zbMATH Open document ID: 0633.90103
DOI: 10.1016/0022-247X(86)90338-0
published in: Journal of Mathematical Analysis and Applications
publication date: 1986-01-01T00:00:00Z
review text: The author considers an approximately constructed quadratic program, the optimal solution of which provides a stationary Nash-equilibrium point of a two-person, general-sum, single-controller stochastic game. He considers stochastic games with both limiting average and discounted payoff criteria. Subsequently, it is shown that for the latter, the converse statement also holds i.e. every stationary equilibrium point provides an optimal solution to the quadratic program. It is observed that the results include as special cases non-quadratic linear programming formulations of bi-matrix games, matrix games, Markovian decision processes and single controller zero-sum stochastic games.
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 4031450
zbMATH Keywords: approximately constructed quadratic program
zbMATH Keywords: stationary Nash-equilibrium
zbMATH Keywords: two-person, general-sum, single-controller stochastic game
author: Jerzy Filar
describes a project that uses: NPSOL
MaRDI profile type: Publication
cites work: Two-person nonzero-sum games and quadratic programming
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cites work: Q4739658
full work available at URL: 0022-247x(86)90338-0
OpenAlex ID: W2087533229
description: scientific article; zbMATH DE number 4031450