Necessary and sufficient conditions for optimality in constrained general sum stochastic games
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Publication:888801
DOI10.1016/j.sysconle.2015.08.003zbMath1322.93107MaRDI QIDQ888801
Shalabh Bhatnagar, Vinayaka G. Yaji
Publication date: 2 November 2015
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2015.08.003
linear programs; stationary Nash equilibrium; constrained Markov games; discounted and average cost/reward settings
90C05: Linear programming
93E20: Optimal stochastic control
91A15: Stochastic games, stochastic differential games
49K45: Optimality conditions for problems involving randomness
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