Bilinear programming and structured stochastic games

DOI10.1007/BF00938818MaRDI QIDQ1076625zbMATH OpenFDO

Authors Jerzy Filar, Todd A. Schultz

Publication date 1987

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

bilinear programsswitching controllersoptimal stationary strategiesdiscounted stochastic gamesadditive rewards and transitionsstructured stochastic gamesundiscounted stochastic games

Mathematics Subject Classification ID

Linear programming (90C05) Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 3865016 (Why is no real title available?)
• scientific article; zbMATH DE number 4025193 (Why is no real title available?)
• scientific article; zbMATH DE number 3793773 (Why is no real title available?)
• A Matrix Game Solution of the Single-Controller Stochastic Game
• A finite algorithm for the switching control stochastic game
• A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts
• An orderfield property for stochastic games when one player controls transition probabilities
• Bilinear programming: An exact algorithm
• Discounted Markov games; successive approximation and stopping times
• Discrete Dynamic Programming
• Jointly Constrained Biconvex Programming
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Noncooperative Stochastic Games
• Nonlinear programming and stationary strategies in stochastic games
• On Nonterminating Stochastic Games
• On Stochastic Games with Stationary Optimal Strategies
• On stochastic games with additive reward and transition structure
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• Repeated games with absorbing states
• Stochastic Games
• Stochastic games
• Successive Approximation Methods in Undiscounted Stochastic Games
• The Asymptotic Solution of a Recursion Equation Occurring in Stochastic Games
• The Asymptotic Theory of Stochastic Games
• The Big Match

Cited in

(14)

• An approach for determining stationary equilibria in a single-controller average stochastic game
• A relaxation method for nonconvex quadratically constrained quadratic programs
• scientific article; zbMATH DE number 3963605 (Why is no real title available?)
• A new bound-and-reduce approach of nonconvex quadratic programming problems
• A novel optimization method for nonconvex quadratically constrained quadratic programs
• Linear complementarity and discounted switching controller stochastic games
• Nonlinear programming and stationary equilibria in stochastic games
• Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games
• scientific article; zbMATH DE number 7235434 (Why is no real title available?)
• Algorithms for stochastic games ? A survey
• Discounted semi-Markov games and algorithms for solving two structured classes
• Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
• Completely mixed strategies for generalized bimatrix and switching controller stochastic game
• A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems

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