PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY

DOI10.1142/S0219198901000385zbMath1018.91009OpenAlexW1997962584MaRDI QIDQ2772856

S. K. Neogy, S. R. Mohan, Thiruvenkatachari Parthasarathy

Publication date: 12 September 2003

Published in: International Game Theory Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219198901000385

zbMATH Keywords

linear programminglinear complementarity problemsimplex algorithmstochastic gameLemke-Howson algorithmpivoting algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic games, stochastic differential games (91A15)

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Cites Work

• An algorithm for discounted switching control stochastic games
• An orderfield property for stochastic games when one player controls transition probabilities
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Discounted, positive, and noncooperative stochastic games
• Linear complementarity and discounted switching controller stochastic games
• Polytope games
• A finite algorithm for the switching control stochastic game
• Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure
• A finite step algorithm via a bimatrix game to a single controller non- zero sum stochastic game
• Non-cooperative games
• Linear Programming and Markov Decision Chains
• Equilibrium Points of Bimatrix Games
• Bimatrix Equilibrium Points and Mathematical Programming
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Noncooperative Stochastic Games
• Stochastic Games
• Stochastic games

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