Nonlinear programming and stationary strategies in stochastic games
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Publication:3754523
DOI10.1007/BF01580590zbMATH Open0617.93051OpenAlexW1976575214MaRDI QIDQ3754523FDOQ3754523
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01580590
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optimal stationary strategiesnonlinear program with linear constraintsundiscounted zero-sum stochastic game
Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)
Cites Work
- Stochastic Games
- On Stochastic Games with Stationary Optimal Strategies
- The Big Match
- On stochastic games with additive reward and transition structure
- Noncooperative Stochastic Games
- An orderfield property for stochastic games when one player controls transition probabilities
- On Nonterminating Stochastic Games
- Ordered field property for stochastic games when the player who controls transitions changes from state to state
- Linear Programming and Markov Decision Chains
- Title not available (Why is that?)
- Title not available (Why is that?)
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- A single loop stochastic game which one player can terminate
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Cited In (8)
- Nonlinear programming and stationary equilibria in stochastic games
- On the complexity of computational problems associated with simple stochastic games
- On discounted stochastic games with incomplete information on payoffs and a security application
- Bilinear programming and structured stochastic games
- A short certificate of the number of universal optimal strategies for stopping simple stochastic games
- Algorithms for stochastic games ? A survey
- Non-randomized strategies in stochastic decision processes
- Two-person zero-sum stochastic games
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