On stationary equilibria of a single-controller stochastic game
From MaRDI portal
Publication:3686594
DOI10.1007/BF02591936zbMath0568.93056OpenAlexW2067715780MaRDI QIDQ3686594
Publication date: 1984
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02591936
finite algorithmsextreme and pseudo-extreme equilibrium strategiesstationary equilibrium pointstwo-person noncooperative undiscounted stochastic games
2-person games (91A05) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Related Items
A finite step algorithm via a bimatrix game to a single controller non- zero sum stochastic game, Quadratic programming and the single-controller stochastic game, An Approach for Determining Stationary Equilibria in a Single-Controller Average Stochastic Game, Two-person zero-sum stochastic games, Cyclic Markov equilibria in stochastic games, Stationary, completely mixed and symmetric optimal and equilibrium strategies in stochastic games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An orderfield property for stochastic games when one player controls transition probabilities
- Linear programming and undiscounted stochastic games in which one player controls transitions
- Repeated games with absorbing states
- A Matrix Game Solution of the Single-Controller Stochastic Game
- An Algorithm for Finding All Vertices of Convex Polyhedral Sets
- Linear Programming and Markov Decision Chains
- On Stochastic Games with Stationary Optimal Strategies
- On Nonterminating Stochastic Games
- The Big Match
- AN ALGORITHM FOR EQUILIBRIUM POINTS IN BIMATRIX GAMES
- Multichain Markov Renewal Programs
- Stochastic Games
- Stochastic games