Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games

DOI10.1287/moor.27.2.384.318zbMath1082.91508MaRDI QIDQ5704086

Zamir Syed, Thirukkannamangai E. S. Raghavan

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.27.2.384.318

zbMATH Keywords

linear complementarity problem; stochastic games; Lemke's algorithm; polymatrix stochastic games

Mathematics Subject Classification ID

91A05: 2-person games

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

93E20: Optimal stochastic control

91A15: Stochastic games, stochastic differential games

Related Items

An Approach for Determining Stationary Equilibria in a Single-Controller Average Stochastic Game, Stochastic Games, Solving subclasses of multi-player stochastic games via linear complementarity problem formulations -- a survey and some new results, Think co(mpletely)positive! Matrix properties, examples and a clustered bibliography on copositive optimization, On Lemke processibility of LCP formulations for solving discounted switching control stochastic games, Homotopy methods to compute equilibria in game theory, Orderfield property of mixtures of stochastic games