Generalized principal pivot transforms, complementarity theory and their applications in stochastic games
DOI10.1007/S11590-010-0261-3zbMATH Open1258.90087OpenAlexW2016739292MaRDI QIDQ691469FDOQ691469
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
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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)
Cites Work
- Stochastic Games
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- Handbook of applied optimization
- Principal pivot transforms: Properties and applications
- Pareto optimality, game theory and equilibria
- The generalized linear complementarity problem revisited
- Pivoting algorithms for some classes of stochastic games: A survey
- A generalization of the linear complementarity problem
- Linear complementarity and discounted switching controller stochastic games
- Global Optimization Approach to the Linear Complementarity Problem
- An algorithm for discounted switching control stochastic games
- Existence theory and \(Q\)-matrix characterization for the generalized linear complementarity problem
- Solution of $P_0 $-Matrix Linear Complementarity Problems Using a potential Reduction Algorithm
- A Simple P-Matrix Linear Complementarity Problem for Discounted Games
- Title not available (Why is that?)
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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