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

DOI10.1007/S00182-015-0470-1MaRDI QIDQ328548zbMATH OpenOpenAlexFDO

Authors P. Mondal, S. Sinha, S. K. Neogy, A. K. Das

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) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15)

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Cited in

(8)

• 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
• Ordered field property for semi-Markov games when one player controls transition probabilities and transition times
• Linear programming and zero-sum two-person undiscounted semi-Markov games
• Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure
• Discounted semi-Markov games and algorithms for solving two structured classes
• Zero-sum semi-Markov games with state-action-dependent discount factors
• Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations

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