Title
Polynomial Stochastic Games Via Sum Of Squares Optimization
Abstract
Stochastic games are an important class of games that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards. The players are assumed to have infinite strategy spaces and the payoffs are assumed to be polynomials. In this paper we restrict our attention to a very special class of games for which the single-controller assumption holds. It is shown that minimax equilibria and optimal strategies for such games may be obtained via semidefinite programming.
Year
DOI
Venue
2008
10.1109/CDC.2007.4434492
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14
Keywords
DocType
Volume
optimal control,mathematical programming,polynomials,markov decision process,markov processes
Journal
abs/0806.2
ISSN
Citations 
PageRank 
0191-2216
4
0.41
References 
Authors
4
2
Name
Order
Citations
PageRank
Parikshit Shah131518.43
Pablo A. Parrilo23455229.27