Add to ORKGStationary 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 when e-optimal stationary strategies do not exist, for arbitrarily small e. Key words: Stochastic game theory
Abstract. We present two new algorithms for computing Nash equilibria of stochastic games. One is a ...
Cahier de Recherche du Groupe HEC Paris, n° 743This chapter presents developments in the theory of s...
In this paper we develop the theory of constrained Markov games. We consider the expected average co...
Stationary equilibria in discounted and limiting average finite state/action space stochastic games ...
Stationary equilibria in discounted and limiting average finite state/action space stochastic games ...
Summary. We deal with stochastic games with finite state and action spaces for which we examine play...
We consider a two player finite state-action general sum single controller constrained stochastic ga...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We characterize the stationary Nash equilibria of a N-player general sum constrained stochastic game...
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be t...
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be t...
Abstract. We present two new algorithms for computing Nash equilibria of stochastic games. One is a ...
Cahier de Recherche du Groupe HEC Paris, n° 743This chapter presents developments in the theory of s...
In this paper we develop the theory of constrained Markov games. We consider the expected average co...
Stationary equilibria in discounted and limiting average finite state/action space stochastic games ...
Stationary equilibria in discounted and limiting average finite state/action space stochastic games ...
Summary. We deal with stochastic games with finite state and action spaces for which we examine play...
We consider a two player finite state-action general sum single controller constrained stochastic ga...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We deal with stochastic games with finite state and action spaces for which we examine players' poss...
We characterize the stationary Nash equilibria of a N-player general sum constrained stochastic game...
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be t...
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be t...
Abstract. We present two new algorithms for computing Nash equilibria of stochastic games. One is a ...
Cahier de Recherche du Groupe HEC Paris, n° 743This chapter presents developments in the theory of s...
In this paper we develop the theory of constrained Markov games. We consider the expected average co...