Quadratic programming and the single-controller stochastic game

DOI10.1016/0022-247X(86)90338-0MaRDI QIDQ1096555zbMATH OpenOpenAlexFDO

Authors Jerzy Filar

Publication date 1986

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(86)90338-0

zbMATH Keywords

approximately constructed quadratic programstationary Nash-equilibriumtwo-person, general-sum, single-controller stochastic game

Mathematics Subject Classification ID

Quadratic programming (90C20) Markov and semi-Markov decision processes (90C40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Recommendations

• A characterization of stationary Nash equilibria of single controller constrained stochastic games
• On stationary equilibria of a single-controller stochastic game
• Two-person nonzero-sum games and quadratic programming
• Nonlinear programming and stationary equilibria in stochastic games
• An approach for determining stationary equilibria in a single-controller average stochastic game

Cites work

• A Matrix Game Solution of the Single-Controller Stochastic Game
• An orderfield property for stochastic games when one player controls transition probabilities
• Finite state Markovian decision processes
• scientific article; zbMATH DE number 3731792 (Why is no real title available?)
• scientific article; zbMATH DE number 3731793 (Why is no real title available?)
• scientific article; zbMATH DE number 3793773 (Why is no real title available?)
• Linear Programming and Markov Decision Chains
• Linear programming and undiscounted stochastic games in which one player controls transitions
• Noncooperative Stochastic Games
• On stationary equilibria of a single-controller stochastic game
• Two-person nonzero-sum games and quadratic programming

Cited in

(10)

• Bilinear programming and structured stochastic games
• A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes
• Two-person nonzero-sum games and quadratic programming
• Two-person zero-sum stochastic games
• A Matrix Game Solution of the Single-Controller Stochastic Game
• Minimizing a Quadratic Payoff with Monotone Controls
• Algorithms for stochastic games ? A survey
• Optimization models for a class of structured stochastic games
• A characterization of stationary Nash equilibria of single controller constrained stochastic games
• Single-controller chance-constrained stochastic games

Describes a project that uses

Uses Software

• NPSOL

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