Nonlinear programming and stationary strategies in stochastic games

DOI10.1007/BF01580590MaRDI QIDQ3754523zbMATH OpenOpenAlexFDO

Authors Jerzy Filar, Todd A. Schultz

Publication date 1986

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01580590

zbMATH Keywords

optimal stationary strategiesnonlinear program with linear constraintsundiscounted zero-sum stochastic game

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

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Cites work

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• A single loop stochastic game which one player can terminate
• An orderfield property for stochastic games when one player controls transition probabilities
• Linear Programming and Markov Decision Chains
• Noncooperative Stochastic Games
• On Nonterminating Stochastic Games
• On Stochastic Games with Stationary Optimal Strategies
• On stochastic games with additive reward and transition structure
• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• Stochastic Games
• The Big Match

Cited in

(9)

• Non-randomized strategies in stochastic decision processes
• On the complexity of computational problems associated with simple stochastic games
• Two-person zero-sum stochastic games
• Bilinear programming and structured stochastic games
• Optimization models for a class of structured stochastic games
• Nonlinear programming and stationary equilibria in stochastic games
• A short certificate of the number of universal optimal strategies for stopping simple stochastic games
• Algorithms for stochastic games ? A survey
• On discounted stochastic games with incomplete information on payoffs and a security application

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