Nonlinear programming and stationary strategies in stochastic games

DOI10.1007/BF01580590zbMath0617.93051OpenAlexW1976575214MaRDI QIDQ3754523

Todd A. Schultz, Jerzy A. Filar

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

Cites Work

• On stochastic games with additive reward and transition structure
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• Ordered field property for stochastic games when the player who controls transitions changes from state to state
• A single loop stochastic game which one player can terminate
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