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

DOI10.1007/S10479-020-03750-1zbMATH Open1467.90079OpenAlexW3083595725MaRDI QIDQ828828FDOQ828828

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

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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)

Cites Work

• Stochastic Games
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• Bimatrix Equilibrium Points and Mathematical Programming
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• Myopic Solutions of Markov Decision Processes and Stochastic Games
• Some classes of matrices in linear complementarity theory
• Computing Stationary Nash Equilibria of Undiscounted Single-Controller Stochastic Games

Cited In (2)

• An application of Lemke's method to a class of Markov decision problems
• Title not available (Why is that?)

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