Quadratic programming and the single-controller stochastic game
The author considers an approximately constructed quadratic program, the optimal solution of which provides a stationary Nash-equilibrium point of a two-person, general-sum, single-controller stochastic game. He considers stochastic games with both limiting average and discounted payoff criteria. Subsequently, it is shown that for the latter, the converse statement also holds i.e. every stationary equilibrium point provides an optimal solution to the quadratic program. It is observed that the results include as special cases non-quadratic linear programming formulations of bi-matrix games, matrix games, Markovian decision processes and single controller zero-sum stochastic games.
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- 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
- 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
- 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
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