Bilinear programming and structured stochastic games
One-step algorithms are presented for two classes of structured stochastic games, namely, those with additive rewards and transitions and those which have switching controllers. Solutions to such classes of games under the average reward criterion can be derived from optimal solutions to appropriate bilinear programs. The validity of using bilinear programming as a solution method follows from two preliminary theorems, the first of which is a complete classification of undiscounted stochastic games with optimal stationary strategies. The second of these preliminary theorems relaxes the conditions of the classification theorem for certain classes of stochastic games and provides the basis for the bilinear programming results. Analogous results hold for the discounted stochastic games with the above special structures.
- A finite algorithm for the switching control stochastic game
- A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts
- A Matrix Game Solution of the Single-Controller Stochastic Game
- 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
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- 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 additive reward and transition structure
- On Stochastic Games with Stationary Optimal Strategies
- 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
- Nonlinear programming and stationary equilibria in stochastic games
- Linear complementarity and discounted switching controller stochastic games
- Completely mixed strategies for generalized bimatrix and switching controller stochastic game
- A novel optimization method for nonconvex quadratically constrained quadratic programs
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- A relaxation method for nonconvex quadratically constrained quadratic programs
- Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems
- scientific article; zbMATH DE number 3963605 (Why is no real title available?)
- Algorithms for stochastic games ? A survey
- An approach for determining stationary equilibria in a single-controller average stochastic game
- Discounted semi-Markov games and algorithms for solving two structured classes
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- A new bound-and-reduce approach of nonconvex quadratic programming problems
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