Linear complementarity and discounted switching controller stochastic games

DOI10.1007/BF00940080MaRDI QIDQ1321163zbMATH OpenFDO

Authors Todd A. Schultz

Publication date 27 April 1994

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

zbMATH Keywords

pivoting algorithmordered field propertydiscounted switching controller stochastic games

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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Cites work

• A finite algorithm for the switching control stochastic game
• An algorithm for discounted switching control stochastic games
• Bilinear programming and structured stochastic games
• Bimatrix Equilibrium Points and Mathematical Programming
• Complementary pivot theory of mathematical programming
• Linear complementarity problems solvable by A single linear program
• Nonlinear programming and stationary equilibria in stochastic games
• 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
• Stochastic Games

Cited in

(11)

• Orderfield property of mixtures of stochastic games
• An algorithm for discounted switching control stochastic games
• A Simple P-Matrix Linear Complementarity Problem for Discounted Games
• On Lemke processibility of LCP formulations for solving discounted switching control stochastic games
• Composite control of linear quadratic games in delta domain with disturbance observers
• Solving subclasses of multi-player stochastic games via linear complementarity problem formulations -- a survey and some new results
• Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations
• Generalized principal pivot transforms, complementarity theory and their applications in stochastic games
• Completely mixed strategies for generalized bimatrix and switching controller stochastic game
• scientific article; zbMATH DE number 1059233 (Why is no real title available?)
• Pivoting algorithms for some classes of stochastic games: A survey

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