Name
Abstract | ||
|---|---|---|
Stationary equilibria in discounted and limiting average finite state/action space stochastic games are shown to be equivalent to global optima of certain nonlinear programs. For zero sum limiting average games, this formulation reduces to a linear objective, nonlinear constraints program, which finds the “best” stationary strategies, even whene-optimal stationary strategies do not exist, for arbitrarily smalle. |
Year | DOI | Venue |
|---|---|---|
1991 | 10.1007/BF01594936 | Math. Program. |
Keywords | Field | DocType |
stochastic game,stochastic game theory.,nonlinear programming,stationary equilibrium,constraint programming | Mathematical optimization,Nonlinear system,Nonlinear programming,Global optimum,Finite state,Game theory,Nash equilibrium,Limiting,Mathematics,Stochastic game | Journal |
Volume | Issue | ISSN |
50 | 2 | 0025-5610 |
Citations | PageRank | References |
11 | 2.60 | 2 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jerzy A. Filar | 1 | 149 | 29.59 |
| T A Schultz | 2 | 15 | 5.34 |
| F. Thuijsman | 3 | 77 | 20.53 |
| O. J. Vrieze | 4 | 49 | 19.22 |