Generalized principal pivot transforms, complementarity theory and their applications in stochastic games

DOI10.1007/S11590-010-0261-3MaRDI QIDQ691469zbMATH OpenOpenAlexFDO

Authors S. K. Neogy, A. K. Das, Abhijit Kar Gupta

Publication date 30 November 2012

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-010-0261-3

zbMATH Keywords

principal pivot transformsolution setgeneralized principal pivot transformvertical linear complementarity problemsolution ray

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15) Extreme-point and pivoting methods (90C49)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 3562788 (Why is no real title available?)
• scientific article; zbMATH DE number 1134975 (Why is no real title available?)
• A Simple P-Matrix Linear Complementarity Problem for Discounted Games
• A generalization of the linear complementarity problem
• An algorithm for discounted switching control stochastic games
• Existence theory and Q-matrix characterization for the generalized linear complementarity problem
• Global Optimization Approach to the Linear Complementarity Problem
• Handbook of applied optimization
• Linear complementarity and discounted switching controller stochastic games
• Pareto optimality, game theory and equilibria
• Pivoting algorithms for some classes of stochastic games: A survey
• Principal pivot transforms: Properties and applications
• Solution of $P_0 $-Matrix Linear Complementarity Problems Using a potential Reduction Algorithm
• Stochastic Games
• The generalized linear complementarity problem revisited

Cited in

(5)

• On semimonotone star matrices and linear complementarity problem
• Completely mixed strategies for generalized bimatrix and switching controller stochastic game
• More on matrix splitting modulus-based iterative methods for solving linear complementarity problem
• Discounted semi-Markov games and algorithms for solving two structured classes
• Completely mixed strategies for two structured classes of semi-Markov games, principal pivot transform and its generalizations

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