On Lemke processibility of LCP formulations for solving discounted switching control stochastic games

DOI10.1007/S10479-020-03750-1MaRDI QIDQ828828zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 5 May 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-020-03750-1

zbMATH Keywords

linear complementarity problem (LCP)\(E_0\) property (or the class \(E_0\))\(R_0\) property (or the class \(R_0\))discounted switching control stochastic gamesprocessibility by Lemke's algorithmsecondary ray termination

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15)

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Cites work

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• Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games
• Linear complementarity and discounted switching controller stochastic games
• Myopic Solutions of Markov Decision Processes and Stochastic Games
• Nonlinear programming and stationary equilibria in stochastic games
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Cited in

(2)

• An application of Lemke's method to a class of Markov decision problems
• scientific article; zbMATH DE number 1507325 (Why is no real title available?)

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