On discounted AR-AT semi-Markov games and its complementarity formulations

DOI10.1007/s00182-015-0470-1zbMath1388.91044OpenAlexW2016975439MaRDI QIDQ328548

Mohammad Hasan, M. Dambrine

Publication date: 20 October 2016

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

Full work available at URL: https://doi.org/10.1007/s00182-015-0470-1

zbMATH Keywords

AR-ATCottle-Dantzig's algorithmoptimal/Nash equilibrium stationary strategiessemi-Markov gamesVLCP

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15) Markov and semi-Markov decision processes (90C40)

Related Items (6)

Discounted Semi-Markov Games and Algorithms for Solving Two Structured Classes ⋮ Semi-stationary Equilibrium Strategies in Non-cooperative N-person Semi-Markov Games ⋮ A Policy Improvement Algorithm for Solving a Mixture Class of Perfect Information and AR-AT Semi-Markov Games ⋮ Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations ⋮ Linear Programming and Zero-Sum Two-Person Undiscounted Semi-Markov Games ⋮ Zero-sum semi-Markov games with state-action-dependent discount factors

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On stochastic games with additive reward and transition structure
• Perfect information stochastic games and related classes
• Zero-sum semi-Markov games in Borel spaces: Discounted and average payoff
• The generalized linear complementarity problem revisited
• Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Non-cooperative games
• A contribution to von Neumann's theory of games
• PIVOTING ALGORITHMS FOR SOME CLASSES OF STOCHASTIC GAMES: A SURVEY
• Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model
• Existence of p-Equilibrium and Optimal Stationary Strategies in Stochastic Games
• Nonzero-sum semi-Markov games with countable state spaces
• Ordered Field Property for Semi-Markov Games when One Player Controls Transition Probabilities and Transition Times
• ORDERED FIELD PROPERTY IN A SUBCLASS OF FINITE SER-SIT SEMI-MARKOV GAMES
• Bimatrix Equilibrium Points and Mathematical Programming
• A generalization of the linear complementarity problem
• On Average Reward Semi-Markov Decision Processes with a General Multichain Structure
• Stochastic Games

This page was built for publication: On discounted AR-AT semi-Markov games and its complementarity formulations