Nonlinear programming and stationary strategies in stochastic games

DOI10.1007/BF01580590zbMath0617.93051OpenAlexW1976575214MaRDI QIDQ3754523

Todd A. Schultz, Jerzy A. Filar

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580590

zbMATH Keywords

optimal stationary strategiesnonlinear program with linear constraintsundiscounted zero-sum stochastic game

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items (7)

Bilinear programming and structured stochastic games ⋮ Algorithms for stochastic games ? A survey ⋮ A short certificate of the number of universal optimal strategies for stopping simple stochastic games ⋮ Two-person zero-sum stochastic games ⋮ On discounted stochastic games with incomplete information on payoffs and a security application ⋮ On the complexity of computational problems associated with simple stochastic games ⋮ Nonlinear programming and stationary equilibria in stochastic games

Cites Work

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• Linear Programming and Markov Decision Chains
• On Stochastic Games with Stationary Optimal Strategies
• On Nonterminating Stochastic Games
• The Big Match
• Noncooperative Stochastic Games
• Stochastic Games

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