Name
Abstract | ||
|---|---|---|
We show that an undiscounted stochastic game possesses optimal stationary strategies if and only if a global minimum with objective value zero can be found to an appropriate nonlinear program with linear constraints. This nonlinear program arises as a method for solving a certain bilinear system, satisfaction of which is also equivalent to finding a stationary optimal solution for the game. The objective function of the program is a nonnegatively valued quadric polynomial. |
Year | DOI | Venue |
|---|---|---|
1986 | 10.1007/BF01580590 | Math. Program. |
Keywords | Field | DocType |
nonlinear programming.,stochastic game,stationary strategies,nonlinear programming,stationary strategy,undiscounted rewards,stochastic games,objective function | Mathematical optimization,Nonlinear system,Polynomial,Bilinear systems,Nonlinear programming,If and only if,Game theory,Mathematics,Quadric,Stochastic game | Journal |
Volume | Issue | ISSN |
34 | 2 | 1436-4646 |
Citations | PageRank | References |
4 | 2.74 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jerzy A. Filar | 1 | 149 | 29.59 |
| T A Schultz | 2 | 15 | 5.34 |