Nonlinear programming and stationary equilibria in stochastic games.
Jerzy A. FilarTodd A. SchultzFrank ThuijsmanO. J. VriezePublished in: Math. Program. (1991)
Keyphrases
- nonlinear programming
- stochastic games
- nash equilibria
- nash equilibrium
- variational inequalities
- games with incomplete information
- linear programming
- repeated games
- game theory
- optimization problems
- game theoretic
- linear constraints
- incomplete information
- markov decision processes
- semidefinite programming
- sensitivity analysis
- linear program
- multi agent
- infinite horizon
- low rank
- average reward