Saddle-point calculation for constrained finite Markov chains

DOI10.1016/S0165-1889(02)00085-4MaRDI QIDQ951395zbMATH OpenOpenAlexFDO

Authors Eduardo Gomez-Ramirez, K. Najim, Alexander S. Poznyak

Publication date 24 October 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1889(02)00085-4

zbMATH Keywords

controlled Markov chainlinear programmingnumerical examplezero-sum constrained stochastic game

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Linear programming (90C05) Stochastic games, stochastic differential games (91A15)

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Cites work

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Cited in

(4)

• Dr. Alexander Semionovich Poznyak Gorbatch: biography
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
• Zero-sum constrained stochastic games with independent state processes
• Constrained cost-coupled stochastic games with independent state processes

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