Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure

Mohan, S. R. ; Neogy, S. K. ; Parthasarathy, T. ; Sinha, S. (1999) Vertical linear complementarity and discounted zero-sum stochastic games with ARAT structure Mathematical Programming, 86 (3). pp. 637-648. ISSN 0025-5610

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Official URL: http://www.springerlink.com/index/066XP7EUP2WKTVTK...

Related URL: http://dx.doi.org/10.1007/s101070050108

Abstract

In this paper we consider a two-person zero-sum discounted stochastic game with ARAT structure and formulate the problem of computing a pair of pure optimal stationary strategies and the corresponding value vector of such a game as a vertical linear complementarity problem. We show that Cottle-Dantzig's algorithm (a generalization of Lemke's algorithm) can solve this problem under a mild assumption.

Item Type:Article
Source:Copyright of this article belongs to Springer.
Keywords:ARAT; Cottle-Dantzig's Algorithm; VLCP
ID Code:90944
Deposited On:15 May 2012 09:57
Last Modified:15 May 2012 09:57

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