The complexity of interior point methods for solving discounted turn-based stochastic games
Thomas Dueholm HansenRasmus Ibsen-JensenPublished in: CoRR (2013)
Keyphrases
- stochastic games
- interior point methods
- markov decision processes
- average reward
- quadratic programming
- convex optimization
- solving problems
- infinite horizon
- linear program
- optimal policy
- linear programming
- nash equilibria
- decision problems
- primal dual
- semidefinite programming
- multi agent
- computationally intensive
- dynamic programming
- average cost
- computational complexity
- machine learning
- state space
- reinforcement learning